-13.0%
PYPL vs RRX
+1.6%
-14.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.6% |
| 7D | -5.9% | -3.7% | -2.2% | -5.2% |
| 30D | -9.4% | -9.3% | -0.1% | -7.4% |
| 3M | +31.3% | -21.8% | +53.1% | +36.7% |
| 6M | +19.1% | -22.0% | +41.1% | +22.2% |
| YTD | -7.9% | +11.9% | -19.8% | -16.5% |
| 1Y | -17.9% | +11.6% | -29.5% | -25.9% |
| All | -13.0% | +1.6% | -14.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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