+50.1%
PYPL vs FLEX
+658.8%
-608.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +0.2% |
| 7D | -1.2% | +2.2% | -3.4% | -2.3% |
| 30D | +6.1% | -32.6% | +38.8% | +16.3% |
| 3M | +1.1% | -35.5% | +36.5% | +11.5% |
| 6M | +32.7% | -45.6% | +78.3% | +49.5% |
| YTD | +2.8% | +30.7% | -27.9% | -18.7% |
| 1Y | -10.8% | +28.4% | -39.1% | -29.4% |
| 3Y | +9.8% | +301.7% | -291.8% | -47.5% |
| 5Y | -70.2% | +473.3% | -543.5% | -87.8% |
| 10Y | +50.1% | +651.7% | -601.7% | -49.2% |
| All | +50.1% | +658.8% | -608.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling