+50.1%
PYPL vs RF
+241.0%
-191.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.2% | -1.3% | +0.1% | -0.7% |
| 30D | +6.1% | +4.6% | +1.5% | +4.4% |
| 3M | +1.1% | -8.4% | +9.5% | +4.3% |
| 6M | +32.7% | +8.9% | +23.9% | +28.8% |
| YTD | +2.8% | +8.8% | -6.0% | -1.2% |
| 1Y | -10.8% | +18.9% | -29.7% | -17.0% |
| 3Y | +9.8% | +116.0% | -106.2% | -17.1% |
| 5Y | -70.2% | +46.0% | -116.3% | -74.9% |
| 10Y | +50.1% | +231.7% | -181.7% | +2.8% |
| All | +50.1% | +241.0% | -191.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling