+60.6%
PYPL vs RNG
+336.0%
-275.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.3% |
| 7D | -1.1% | +2.3% | -3.4% | -1.8% |
| 30D | +3.8% | -3.4% | +7.2% | +4.3% |
| 3M | -1.3% | +20.9% | -22.2% | -8.1% |
| 6M | +29.0% | +82.2% | -53.2% | +2.9% |
| YTD | +0.7% | +164.6% | -163.9% | -32.1% |
| 1Y | -12.3% | +177.0% | -189.3% | -41.8% |
| 3Y | +7.6% | +177.4% | -169.8% | -33.2% |
| 5Y | -71.7% | -72.3% | +0.6% | -64.8% |
| 10Y | +47.1% | +238.9% | -191.8% | -19.2% |
| All | +60.6% | +336.0% | -275.4% | -17.7% |
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 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