+50.1%
PYPL vs RL
+347.1%
-297.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.6% |
| 7D | -1.2% | -4.4% | +3.2% | 0.0% |
| 30D | +6.1% | +5.6% | +0.5% | +4.3% |
| 3M | +1.1% | -0.6% | +1.7% | +0.9% |
| 6M | +32.7% | +15.5% | +17.3% | +26.0% |
| YTD | +2.8% | +12.3% | -9.6% | -2.4% |
| 1Y | -10.8% | +19.3% | -30.1% | -16.9% |
| 3Y | +9.8% | +255.5% | -245.7% | -28.1% |
| 5Y | -70.2% | +247.1% | -317.3% | -80.8% |
| 10Y | +50.1% | +346.0% | -296.0% | -12.4% |
| All | +50.1% | +347.1% | -297.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling