-8.3%
PYPL vs RL
+22.3%
-30.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.8% | -4.5% | +0.3% |
| 7D | +2.2% | +0.2% | +1.9% | +2.1% |
| 30D | +8.1% | +7.3% | +0.8% | +6.9% |
| 3M | +1.9% | +1.0% | +0.9% | +1.5% |
| 6M | +33.1% | +11.8% | +21.4% | +30.5% |
| YTD | +3.8% | +13.6% | -9.8% | -1.8% |
| All | -8.3% | +22.3% | -30.6% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling