-81.6%
PYPL vs RNG
-70.2%
-11.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -4.3% | -4.1% | -0.3% | -3.2% |
| 30D | -11.5% | +8.6% | -20.1% | -13.8% |
| 3M | +26.1% | +78.0% | -51.8% | +4.5% |
| 6M | +13.7% | +67.0% | -53.4% | -5.5% |
| YTD | -9.8% | +142.4% | -152.3% | -35.6% |
| 1Y | -22.1% | +120.4% | -142.5% | -42.7% |
| 3Y | -13.5% | +122.1% | -135.6% | -40.7% |
| 5Y | -81.6% | -69.8% | -11.8% | -78.0% |
| All | -81.6% | -70.2% | -11.4% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling