-75.2%
PYPL vs ROIV
+295.0%
-370.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +18.8% | -22.0% | -5.5% |
| 7D | +1.7% | +20.2% | -18.4% | -0.8% |
| 30D | -9.7% | +14.1% | -23.9% | -11.3% |
| 3M | +29.2% | +45.6% | -16.4% | +22.9% |
| 6M | +13.9% | +44.1% | -30.3% | +8.2% |
| YTD | -8.1% | +91.2% | -99.3% | -15.8% |
| 1Y | -21.4% | +221.3% | -242.7% | -32.6% |
| 3Y | -11.8% | +229.2% | -241.0% | -25.8% |
| 5Y | -81.1% | +316.5% | -397.6% | -85.5% |
| All | -75.2% | +295.0% | -370.3% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling