-81.1%
PYPL vs ROL
-2.9%
-78.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.3% |
| 7D | +1.7% | -3.4% | +5.2% | +3.0% |
| 30D | -9.7% | -6.9% | -2.8% | -7.5% |
| 3M | +29.2% | -24.6% | +53.8% | +42.5% |
| 6M | +13.9% | -39.5% | +53.4% | +36.7% |
| YTD | -8.1% | -41.1% | +33.0% | +11.1% |
| 1Y | -21.4% | -37.9% | +16.6% | -7.4% |
| 3Y | -11.8% | +0.8% | -12.6% | -17.5% |
| 5Y | -81.1% | -4.7% | -76.5% | -83.1% |
| All | -81.1% | -2.9% | -78.3% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 5y: compounded portfolio wealth divided by compounded ROL 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…
5y analysis · Full analysis span regression · 6 months rolling