-11.8%
PYPL vs RGEN
-0.1%
-11.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | -9.7% | +2.8% | -12.6% | -10.3% |
| 3M | +29.2% | +34.5% | -5.3% | +20.0% |
| 6M | +13.9% | +40.5% | -26.6% | +3.8% |
| YTD | -8.1% | +2.8% | -11.0% | -9.6% |
| 1Y | -21.4% | +39.6% | -61.0% | -29.0% |
| 3Y | -11.8% | +4.4% | -16.2% | -15.9% |
| All | -11.8% | -0.1% | -11.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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