-73.9%
PYPL vs RF
+42.5%
-116.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | +3.9% | -0.9% | +4.8% | +4.5% |
| 30D | +7.8% | +6.0% | +1.8% | +4.5% |
| 3M | -0.7% | -8.9% | +8.2% | +4.3% |
| 6M | +28.8% | +2.3% | +26.4% | +27.0% |
| YTD | +2.4% | +7.6% | -5.2% | -3.3% |
| 1Y | -9.6% | +21.2% | -30.8% | -20.4% |
| 3Y | +9.7% | +108.5% | -98.9% | -30.4% |
| All | -73.9% | +42.5% | -116.4% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling