+63.2%
PYPL vs RCAT
-99.6%
+162.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.2% | +0.3% |
| 7D | +3.9% | -12.7% | +16.7% | +4.0% |
| 30D | +7.8% | -34.3% | +42.1% | +8.2% |
| 3M | -0.7% | -53.4% | +52.7% | 0.0% |
| 6M | +28.8% | -62.0% | +90.7% | +29.7% |
| YTD | +2.4% | -49.1% | +51.4% | +2.6% |
| 1Y | -9.6% | -53.1% | +43.5% | -9.4% |
| 3Y | +9.7% | +318.7% | -309.0% | +7.1% |
| 5Y | -73.5% | +48.5% | -122.0% | -74.0% |
| 10Y | +46.5% | -99.6% | +146.1% | +35.2% |
| All | +63.2% | -99.6% | +162.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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