+63.3%
PYPL vs RJF
+407.1%
-343.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +0.1% | +3.6% | -3.5% | -1.6% |
| 30D | +5.7% | +7.2% | -1.6% | +2.1% |
| 3M | -1.9% | -6.5% | +4.6% | +0.9% |
| 6M | +31.8% | +10.3% | +21.5% | +25.0% |
| YTD | +2.4% | +6.5% | -4.1% | -1.9% |
| 1Y | -8.2% | +6.1% | -14.4% | -12.0% |
| 3Y | +10.2% | +74.9% | -64.7% | -17.4% |
| 5Y | -71.2% | +81.3% | -152.6% | -79.0% |
| 10Y | +49.6% | +332.3% | -282.7% | -29.7% |
| All | +63.3% | +407.1% | -343.8% | -21.7% |
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