+51.4%
PYPL vs RJF
+434.2%
-382.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.3% |
| 7D | +2.7% | -0.6% | +3.3% | +3.0% |
| 30D | -4.9% | -1.3% | -3.6% | -4.5% |
| 3M | +28.9% | +18.9% | +10.0% | +18.2% |
| 6M | +18.2% | +15.0% | +3.2% | +9.9% |
| YTD | -5.0% | +12.2% | -17.2% | -11.1% |
| 1Y | -18.8% | +5.6% | -24.5% | -21.9% |
| 3Y | -12.6% | +74.9% | -87.4% | -34.4% |
| 5Y | -80.8% | +106.6% | -187.4% | -86.7% |
| 10Y | +49.9% | +433.1% | -383.1% | -35.8% |
| All | +51.4% | +434.2% | -382.8% | -29.1% |
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