-73.9%
PYPL vs REPL
-35.6%
-38.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.3% |
| 7D | +3.9% | +22.8% | -18.9% | +3.4% |
| 30D | +7.8% | +63.8% | -56.0% | +6.4% |
| 3M | -0.7% | +68.1% | -68.8% | -2.1% |
| 6M | +28.8% | +528.5% | -499.7% | +18.8% |
| YTD | +2.4% | +122.4% | -120.1% | -3.7% |
| 1Y | -9.6% | +154.4% | -164.0% | -15.6% |
| 3Y | +9.7% | +68.0% | -58.3% | -12.3% |
| All | -73.9% | -35.6% | -38.3% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling