+65.4%
PYPL vs FLEX
+826.2%
-760.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.0% | -10.7% | -2.0% |
| 7D | +2.2% | -7.2% | +9.3% | +3.3% |
| 30D | +8.1% | -34.8% | +42.9% | +20.0% |
| 3M | +1.9% | -35.6% | +37.5% | +12.7% |
| 6M | +33.1% | -45.0% | +78.1% | +49.8% |
| YTD | +3.8% | +29.4% | -25.6% | -18.0% |
| 1Y | -8.3% | +24.8% | -33.1% | -27.1% |
| 3Y | +11.9% | +304.4% | -292.5% | -47.4% |
| 5Y | -70.4% | +484.1% | -554.5% | -88.2% |
| 10Y | +47.2% | +640.4% | -593.2% | -52.5% |
| All | +65.4% | +826.2% | -760.8% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling