-14.8%
PYPL vs RNG
+122.1%
-136.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -4.3% | -4.1% | -0.3% | -3.5% |
| 30D | -11.5% | +8.6% | -20.1% | -13.1% |
| 3M | +26.1% | +78.0% | -51.8% | +10.0% |
| 6M | +13.7% | +67.0% | -53.4% | -0.6% |
| YTD | -9.8% | +142.4% | -152.3% | -30.1% |
| 1Y | -22.1% | +120.4% | -142.5% | -38.1% |
| All | -14.8% | +122.1% | -136.9% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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