-81.1%
PYPL vs RL
+241.4%
-322.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | +1.7% | +1.9% | -0.1% | +0.9% |
| 30D | -9.7% | -12.2% | +2.5% | -5.0% |
| 3M | +29.2% | -6.6% | +35.9% | +32.0% |
| 6M | +13.9% | +3.2% | +10.7% | +10.0% |
| YTD | -8.1% | -1.3% | -6.8% | -9.9% |
| 1Y | -21.4% | +13.6% | -35.0% | -28.0% |
| 3Y | -11.8% | +210.9% | -222.7% | -53.8% |
| 5Y | -81.1% | +246.9% | -328.0% | -91.0% |
| All | -81.1% | +241.4% | -322.6% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling