-12.8%
PYPL vs RF
+86.8%
-99.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.1% |
| 30D | -4.9% | -3.6% | -1.3% | -3.3% |
| 3M | +28.9% | +8.1% | +20.8% | +24.2% |
| 6M | +18.2% | +11.5% | +6.8% | +11.9% |
| YTD | -5.0% | +15.6% | -20.6% | -13.1% |
| 1Y | -18.8% | +15.7% | -34.5% | -26.0% |
| All | -12.8% | +86.8% | -99.6% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling