+60.6%
PYPL vs RJF
+403.0%
-342.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.1% | +1.5% | -2.6% | -1.8% |
| 30D | +3.8% | +6.7% | -2.9% | +0.6% |
| 3M | -1.3% | -7.3% | +6.1% | +2.0% |
| 6M | +29.0% | +9.8% | +19.3% | +22.7% |
| YTD | +0.7% | +5.6% | -4.9% | -3.1% |
| 1Y | -12.3% | +2.3% | -14.5% | -14.3% |
| 3Y | +7.6% | +73.6% | -66.0% | -19.1% |
| 5Y | -71.7% | +79.9% | -151.6% | -79.2% |
| 10Y | +47.1% | +328.8% | -281.7% | -30.6% |
| All | +60.6% | +403.0% | -342.4% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling