-14.8%
PYPL vs FLEX
+465.7%
-480.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -4.3% | +6.4% | -10.7% | -5.0% |
| 30D | -11.5% | -5.9% | -5.6% | -11.0% |
| 3M | +26.1% | -23.5% | +49.6% | +28.7% |
| 6M | +13.7% | +83.7% | -70.1% | -3.8% |
| YTD | -9.8% | +86.5% | -96.3% | -24.6% |
| 1Y | -22.1% | +100.5% | -122.6% | -36.7% |
| All | -14.8% | +465.7% | -480.6% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling