+65.4%
PYPL vs RRC
+11.4%
+54.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +2.2% | -10.3% | +12.5% | +3.3% |
| 30D | +8.1% | +19.5% | -11.3% | +5.9% |
| 3M | +1.9% | +27.9% | -26.0% | -1.0% |
| 6M | +33.1% | +21.2% | +12.0% | +29.9% |
| YTD | +3.8% | +39.6% | -35.8% | -0.6% |
| 1Y | -8.3% | +31.3% | -39.6% | -11.6% |
| 3Y | +11.9% | +51.9% | -40.1% | +5.4% |
| 5Y | -70.4% | +110.2% | -180.6% | -73.5% |
| 10Y | +47.2% | +56.7% | -9.5% | +13.4% |
| All | +65.4% | +11.4% | +54.0% | +24.3% |
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