+62.4%
PYPL vs RF
+318.9%
-256.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.3% |
| 7D | +3.5% | -1.6% | +5.2% | +4.2% |
| 30D | +8.0% | +5.0% | +2.9% | +6.1% |
| 3M | +2.0% | -10.0% | +12.0% | +5.8% |
| 6M | +27.6% | +3.3% | +24.2% | +26.0% |
| YTD | +1.9% | +7.9% | -6.1% | -1.7% |
| 1Y | -12.4% | +21.2% | -33.6% | -19.0% |
| 3Y | +6.3% | +105.8% | -99.5% | -18.4% |
| 5Y | -73.6% | +43.7% | -117.3% | -77.5% |
| 10Y | +45.8% | +289.4% | -243.7% | -18.1% |
| All | +62.4% | +318.9% | -256.5% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling