+40.1%
PYPL vs RJF
+429.3%
-389.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.3% | -2.7% | +0.5% | -1.0% |
| 30D | -9.0% | -4.3% | -4.8% | -7.3% |
| 3M | +30.6% | +15.7% | +14.9% | +21.3% |
| 6M | +18.6% | +17.8% | +0.8% | +8.9% |
| YTD | -7.2% | +9.2% | -16.3% | -12.0% |
| 1Y | -19.3% | +2.8% | -22.0% | -21.3% |
| 3Y | -12.3% | +69.5% | -81.7% | -33.3% |
| 5Y | -80.9% | +105.9% | -186.8% | -86.8% |
| All | +40.1% | +429.3% | -389.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling