+63.8%
PYPL vs RGEN
+333.6%
-269.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -1.2% | -3.1% | +1.9% | -0.3% |
| 30D | +6.1% | +0.1% | +6.1% | +5.8% |
| 3M | +1.1% | +4.8% | -3.7% | -1.2% |
| 6M | +32.7% | +48.9% | -16.2% | +15.5% |
| YTD | +2.8% | +5.3% | -2.6% | -1.5% |
| 1Y | -10.8% | +12.5% | -23.3% | -16.4% |
| 3Y | +9.8% | +17.0% | -7.2% | -4.6% |
| 5Y | -70.2% | -35.4% | -34.9% | -70.7% |
| 10Y | +50.1% | +434.6% | -384.5% | -16.2% |
| All | +63.8% | +333.6% | -269.8% | -1.1% |
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