+39.0%
PYPL vs FLEX
+1,045.7%
-1,006.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +3.4% |
| 7D | -5.9% | +0.1% | -6.1% | -6.1% |
| 30D | -9.4% | -11.8% | +2.3% | -6.4% |
| 3M | +31.3% | -22.6% | +53.9% | +37.6% |
| 6M | +19.1% | +77.3% | -58.2% | -10.3% |
| YTD | -7.9% | +78.8% | -86.6% | -31.7% |
| 1Y | -17.9% | +86.1% | -103.9% | -40.7% |
| 3Y | -11.6% | +446.2% | -457.8% | -60.4% |
| 5Y | -81.0% | +689.7% | -770.7% | -92.8% |
| All | +39.0% | +1,045.7% | -1,006.7% | -56.3% |
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