+51.4%
PYPL vs RF
+348.6%
-297.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | -4.9% | -3.6% | -1.3% | -3.7% |
| 3M | +28.9% | +8.1% | +20.8% | +25.4% |
| 6M | +18.2% | +11.5% | +6.8% | +13.6% |
| YTD | -5.0% | +15.6% | -20.6% | -10.6% |
| 1Y | -18.8% | +15.7% | -34.5% | -23.7% |
| 3Y | -12.6% | +86.9% | -99.5% | -31.0% |
| 5Y | -80.8% | +89.8% | -170.6% | -84.9% |
| 10Y | +49.9% | +344.7% | -294.8% | -19.9% |
| All | +51.4% | +348.6% | -297.2% | -18.1% |
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