+47.2%
PYPL vs RF
+277.2%
-230.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.6% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +8.1% | +7.0% | +1.1% | +5.6% |
| 3M | +1.9% | -7.0% | +8.9% | +4.5% |
| 6M | +33.1% | +6.8% | +26.3% | +30.0% |
| YTD | +3.8% | +9.9% | -6.1% | -0.6% |
| 1Y | -8.3% | +21.1% | -29.4% | -15.2% |
| 3Y | +11.9% | +119.6% | -107.8% | -15.9% |
| 5Y | -70.4% | +46.2% | -116.6% | -75.1% |
| 10Y | +47.2% | +261.5% | -214.3% | +4.4% |
| All | +47.2% | +277.2% | -230.0% | +4.4% |
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