-72.4%
PYPL vs ROIV
+270.3%
-342.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | -0.3% |
| 7D | +3.9% | +5.3% | -1.4% | +3.2% |
| 30D | +7.8% | +11.9% | -4.1% | +6.3% |
| 3M | -0.7% | +10.7% | -11.4% | -2.2% |
| 6M | +28.8% | +34.9% | -6.1% | +23.2% |
| YTD | +2.4% | +79.2% | -76.8% | -5.7% |
| 1Y | -9.6% | +89.0% | -98.6% | -17.3% |
| 3Y | +9.7% | +337.3% | -327.7% | -9.9% |
| 5Y | -73.5% | +402.3% | -475.8% | -81.1% |
| All | -72.4% | +270.3% | -342.7% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling