-14.8%
PYPL vs RMBS
+56.5%
-71.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -4.3% | +3.5% | -7.8% | -4.7% |
| 30D | -11.5% | -8.6% | -2.9% | -10.6% |
| 3M | +26.1% | -40.3% | +66.5% | +32.7% |
| 6M | +13.7% | -1.0% | +14.7% | +9.0% |
| YTD | -9.8% | -4.6% | -5.2% | -13.1% |
| 1Y | -22.1% | +17.6% | -39.6% | -28.1% |
| All | -14.8% | +56.5% | -71.3% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling