-22.1%
PYPL vs FLEX
+101.8%
-123.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | -4.3% | +6.4% | -10.7% | -4.3% |
| 30D | -11.5% | -5.9% | -5.6% | -11.5% |
| 3M | +26.1% | -23.5% | +49.6% | +25.6% |
| 6M | +13.7% | +83.7% | -70.1% | +7.2% |
| YTD | -9.8% | +86.5% | -96.3% | -15.8% |
| 1Y | -22.1% | +100.5% | -122.6% | -27.2% |
| All | -22.1% | +101.8% | -123.8% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling