+51.4%
PYPL vs RRC
-4.4%
+55.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.9% |
| 7D | +2.7% | +1.3% | +1.4% | +2.5% |
| 30D | -4.9% | +10.1% | -15.0% | -5.8% |
| 3M | +28.9% | +4.0% | +24.9% | +28.2% |
| 6M | +18.2% | +1.6% | +16.7% | +17.7% |
| YTD | -5.0% | +19.7% | -24.7% | -7.2% |
| 1Y | -18.8% | +21.4% | -40.2% | -20.9% |
| 3Y | -12.6% | +29.7% | -42.2% | -16.1% |
| 5Y | -80.8% | +153.9% | -234.6% | -82.9% |
| 10Y | +49.9% | +10.8% | +39.1% | +18.7% |
| All | +51.4% | -4.4% | +55.8% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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