-71.7%
PYPL vs RJF
+79.5%
-151.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.1% | +1.5% | -2.6% | -2.0% |
| 30D | +3.8% | +6.7% | -2.9% | -0.2% |
| 3M | -1.3% | -7.3% | +6.1% | +2.8% |
| 6M | +29.0% | +9.8% | +19.3% | +21.0% |
| YTD | +0.7% | +5.6% | -4.9% | -4.4% |
| 1Y | -12.3% | +2.3% | -14.5% | -15.1% |
| 3Y | +7.6% | +73.6% | -66.0% | -27.7% |
| 5Y | -71.7% | +79.9% | -151.6% | -82.5% |
| All | -71.7% | +79.5% | -151.2% | -82.5% |
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 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