-11.8%
PYPL vs RIG
-28.9%
+17.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.1% |
| 7D | +1.7% | -2.7% | +4.4% | +2.1% |
| 30D | -9.7% | +9.5% | -19.3% | -10.8% |
| 3M | +29.2% | -6.6% | +35.9% | +30.0% |
| 6M | +13.9% | -2.9% | +16.7% | +13.6% |
| YTD | -8.1% | +39.5% | -47.6% | -13.4% |
| 1Y | -21.4% | +82.3% | -103.7% | -29.4% |
| 3Y | -11.8% | -29.6% | +17.8% | -13.3% |
| All | -11.8% | -28.9% | +17.1% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RIG 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling