+51.4%
PYPL vs RGEN
+321.0%
-269.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | +2.7% | -4.9% | +7.6% | +4.1% |
| 30D | -4.9% | +5.7% | -10.6% | -6.5% |
| 3M | +28.9% | +32.4% | -3.6% | +17.6% |
| 6M | +18.2% | +33.2% | -14.9% | +6.5% |
| YTD | -5.0% | +2.3% | -7.3% | -7.4% |
| 1Y | -18.8% | +39.0% | -57.8% | -28.8% |
| 3Y | -12.6% | -4.6% | -7.9% | -18.9% |
| 5Y | -80.8% | -42.7% | -38.1% | -80.3% |
| 10Y | +49.9% | +433.6% | -383.7% | -15.4% |
| All | +51.4% | +321.0% | -269.6% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling