-71.8%
PYPL vs RMBS
+240.2%
-312.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.2% |
| 7D | +0.1% | +10.3% | -10.3% | -1.5% |
| 30D | +5.7% | -10.7% | +16.4% | +6.9% |
| 3M | -1.9% | -17.2% | +15.3% | 0.0% |
| 6M | +31.8% | -39.0% | +70.8% | +38.8% |
| YTD | +2.4% | -10.5% | +12.9% | -3.3% |
| 1Y | -8.2% | -11.0% | +2.7% | -13.7% |
| 3Y | +10.2% | +31.3% | -21.1% | -14.8% |
| All | -71.8% | +240.2% | -312.0% | -88.1% |
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