-11.8%
PYPL vs RJF
+76.7%
-88.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.7% |
| 7D | +1.7% | +1.8% | 0.0% | +0.9% |
| 30D | -9.7% | 0.0% | -9.7% | -9.9% |
| 3M | +29.2% | +18.0% | +11.2% | +17.8% |
| 6M | +13.9% | +17.0% | -3.1% | +3.9% |
| YTD | -8.1% | +11.1% | -19.2% | -14.5% |
| 1Y | -21.4% | +8.0% | -29.3% | -25.7% |
| 3Y | -11.8% | +73.3% | -85.1% | -38.8% |
| All | -11.8% | +76.7% | -88.5% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling