-81.6%
PYPL vs RJF
+106.2%
-187.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | -4.3% | -0.3% | -4.1% | -4.1% |
| 30D | -11.5% | -2.0% | -9.4% | -10.6% |
| 3M | +26.1% | +16.3% | +9.8% | +14.8% |
| 6M | +13.7% | +16.9% | -3.2% | +2.6% |
| YTD | -9.8% | +10.4% | -20.3% | -16.4% |
| 1Y | -22.1% | +7.4% | -29.5% | -26.6% |
| 3Y | -13.5% | +72.2% | -85.7% | -41.1% |
| 5Y | -81.6% | +105.1% | -186.7% | -89.4% |
| All | -81.6% | +106.2% | -187.8% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling