+39.0%
PYPL vs RMBS
+554.0%
-515.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.8% |
| 7D | -5.9% | +1.2% | -7.1% | -6.3% |
| 30D | -9.4% | -11.5% | +2.1% | -6.7% |
| 3M | +31.3% | -38.2% | +69.5% | +45.1% |
| 6M | +19.1% | -4.8% | +23.9% | +11.2% |
| YTD | -7.9% | -7.1% | -0.8% | -14.3% |
| 1Y | -17.9% | +10.7% | -28.6% | -29.9% |
| 3Y | -11.6% | +54.5% | -66.1% | -41.0% |
| 5Y | -81.0% | +261.7% | -342.7% | -92.2% |
| All | +39.0% | +554.0% | -515.0% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling