-81.6%
PYPL vs RIG
+64.1%
-145.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -4.3% | -8.2% | +3.9% | -3.2% |
| 30D | -11.5% | -0.2% | -11.3% | -11.5% |
| 3M | +26.1% | -2.7% | +28.9% | +26.1% |
| 6M | +13.7% | -7.5% | +21.1% | +14.0% |
| YTD | -9.8% | +38.3% | -48.1% | -15.4% |
| 1Y | -22.1% | +81.8% | -103.9% | -30.4% |
| 3Y | -13.5% | -30.2% | +16.7% | -14.3% |
| 5Y | -81.6% | +59.9% | -141.6% | -85.5% |
| All | -81.6% | +64.1% | -145.7% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling