-9.9%
PYPL vs RL
+214.6%
-224.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.1% | -3.6% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | -4.9% | -7.8% | +2.9% | -2.8% |
| 3M | +28.9% | -4.0% | +32.9% | +29.8% |
| 6M | +18.2% | -1.9% | +20.1% | +17.4% |
| YTD | -5.0% | -0.2% | -4.9% | -6.6% |
| 1Y | -18.8% | +10.7% | -29.5% | -23.0% |
| All | -9.9% | +214.6% | -224.5% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling