-74.4%
PYPL vs ROIV
+232.7%
-307.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.2% |
| 7D | +2.7% | +0.6% | +2.0% | +2.6% |
| 30D | -4.9% | +1.0% | -5.8% | -4.9% |
| 3M | +28.9% | +18.3% | +10.6% | +26.1% |
| 6M | +18.2% | +18.3% | -0.1% | +15.4% |
| YTD | -5.0% | +61.0% | -66.0% | -11.0% |
| 1Y | -18.8% | +177.9% | -196.7% | -29.0% |
| 3Y | -12.6% | +199.1% | -211.6% | -25.4% |
| 5Y | -80.8% | +250.7% | -331.5% | -84.9% |
| All | -74.4% | +232.7% | -307.0% | -79.0% |
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