+51.4%
PYPL vs RNG
+320.9%
-269.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -1.8% |
| 7D | +2.7% | +5.8% | -3.1% | +0.9% |
| 30D | -4.9% | +19.6% | -24.5% | -10.3% |
| 3M | +28.9% | +67.0% | -38.1% | +7.4% |
| 6M | +18.2% | +88.4% | -70.1% | -6.9% |
| YTD | -5.0% | +155.5% | -160.5% | -34.6% |
| 1Y | -18.8% | +141.7% | -160.5% | -43.3% |
| 3Y | -12.6% | +131.1% | -143.7% | -41.9% |
| 5Y | -80.8% | -70.6% | -10.2% | -76.7% |
| 10Y | +49.9% | +228.2% | -178.3% | -16.2% |
| All | +51.4% | +320.9% | -269.5% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling