-70.4%
PYPL vs RGEN
-34.8%
-35.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.8% | +0.5% |
| 7D | +2.2% | +3.5% | -1.3% | +1.1% |
| 30D | +8.1% | +2.9% | +5.2% | +6.9% |
| 3M | +1.9% | +9.2% | -7.3% | -1.5% |
| 6M | +33.1% | +44.9% | -11.8% | +17.2% |
| YTD | +3.8% | +9.2% | -5.4% | -1.3% |
| 1Y | -8.3% | +25.3% | -33.6% | -16.6% |
| 3Y | +11.9% | +21.7% | -9.9% | -4.0% |
| 5Y | -70.4% | -34.5% | -35.9% | -73.6% |
| All | -70.4% | -34.8% | -35.6% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling