-21.4%
PYPL vs REPL
+136.7%
-158.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.2% |
| 7D | +1.7% | -5.7% | +7.5% | +1.7% |
| 30D | -9.7% | +22.5% | -32.2% | -9.6% |
| 3M | +29.2% | +64.7% | -35.5% | +30.0% |
| 6M | +13.9% | +83.0% | -69.1% | +15.5% |
| YTD | -8.1% | +52.0% | -60.1% | -6.4% |
| 1Y | -21.4% | +144.5% | -165.9% | -21.8% |
| All | -21.4% | +136.7% | -158.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling