-9.9%
PYPL vs ROP
-15.8%
+6.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.5% | -0.8% |
| 7D | +2.7% | -4.4% | +7.1% | +5.6% |
| 30D | -4.9% | +3.2% | -8.1% | -6.9% |
| 3M | +28.9% | +23.1% | +5.8% | +12.1% |
| 6M | +18.2% | +13.3% | +4.9% | +8.4% |
| YTD | -5.0% | -7.9% | +2.8% | -0.1% |
| 1Y | -18.8% | -22.1% | +3.2% | -4.3% |
| All | -9.9% | -15.8% | +6.0% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling