+63.2%
PYPL vs FLEX
+726.8%
-663.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.8% |
| 7D | +3.9% | -19.3% | +23.2% | +9.5% |
| 30D | +7.8% | -41.5% | +49.3% | +23.5% |
| 3M | -0.7% | -43.1% | +42.4% | +14.0% |
| 6M | +28.8% | -48.2% | +77.0% | +47.1% |
| YTD | +2.4% | +15.5% | -13.1% | -16.4% |
| 1Y | -9.6% | +10.2% | -19.8% | -25.3% |
| 3Y | +9.7% | +256.8% | -247.2% | -46.4% |
| 5Y | -73.5% | +408.2% | -481.7% | -88.9% |
| 10Y | +46.5% | +580.9% | -534.4% | -51.8% |
| All | +63.2% | +726.8% | -663.6% | -53.2% |
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 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