-81.1%
PYPL vs FLEX
+698.8%
-779.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.6% | -4.3% |
| 7D | +1.7% | +7.0% | -5.2% | +0.1% |
| 30D | -9.7% | -5.8% | -3.9% | -8.7% |
| 3M | +29.2% | -24.2% | +53.4% | +35.4% |
| 6M | +13.9% | +90.8% | -76.9% | -16.0% |
| YTD | -8.1% | +89.2% | -97.3% | -33.0% |
| 1Y | -21.4% | +104.7% | -126.1% | -45.4% |
| 3Y | -11.8% | +478.1% | -489.9% | -66.9% |
| 5Y | -81.1% | +726.2% | -807.3% | -94.8% |
| All | -81.1% | +698.8% | -779.9% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling