-81.6%
PYPL vs RMBS
+269.8%
-351.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -4.3% | +3.5% | -7.8% | -4.9% |
| 30D | -11.5% | -8.6% | -2.9% | -10.1% |
| 3M | +26.1% | -40.3% | +66.5% | +36.3% |
| 6M | +13.7% | -1.0% | +14.7% | +7.1% |
| YTD | -9.8% | -4.6% | -5.2% | -14.8% |
| 1Y | -22.1% | +17.6% | -39.6% | -31.4% |
| 3Y | -13.5% | +58.6% | -72.1% | -36.8% |
| 5Y | -81.6% | +270.9% | -352.5% | -92.1% |
| All | -81.6% | +269.8% | -351.4% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling