-31.5%
PYPL vs REPL
+35.1%
-66.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.1% |
| 7D | +3.9% | +22.8% | -18.9% | +2.9% |
| 30D | +7.8% | +63.8% | -56.0% | +5.1% |
| 3M | -0.7% | +68.1% | -68.8% | -3.5% |
| 6M | +28.8% | +528.5% | -499.7% | +11.0% |
| YTD | +2.4% | +122.4% | -120.1% | -9.4% |
| 1Y | -9.6% | +154.4% | -164.0% | -20.9% |
| 3Y | +9.7% | +68.0% | -58.3% | -21.0% |
| 5Y | -73.5% | -35.4% | -38.1% | -78.8% |
| All | -31.5% | +35.1% | -66.6% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling