+51.4%
PYPL vs FLEX
+1,197.5%
-1,146.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.5% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | -4.9% | -10.1% | +5.3% | -2.0% |
| 3M | +28.9% | -31.3% | +60.2% | +40.8% |
| 6M | +18.2% | +71.3% | -53.0% | -10.2% |
| YTD | -5.0% | +81.2% | -86.3% | -30.3% |
| 1Y | -18.8% | +98.5% | -117.3% | -43.1% |
| 3Y | -12.6% | +428.2% | -440.8% | -60.8% |
| 5Y | -80.8% | +657.3% | -738.0% | -92.7% |
| 10Y | +49.9% | +995.9% | -946.0% | -56.3% |
| All | +51.4% | +1,197.5% | -1,146.1% | -61.0% |
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