-81.0%
PYPL vs RSG
+89.5%
-170.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -5.9% | -1.8% | -4.2% | -5.2% |
| 30D | -9.4% | +2.8% | -12.2% | -10.6% |
| 3M | +31.3% | +4.3% | +27.0% | +28.6% |
| 6M | +19.1% | -0.5% | +19.6% | +18.9% |
| YTD | -7.9% | +5.2% | -13.1% | -10.4% |
| 1Y | -17.9% | -2.1% | -15.7% | -17.5% |
| 3Y | -11.6% | +56.5% | -68.1% | -31.2% |
| 5Y | -81.0% | +89.5% | -170.5% | -87.1% |
| All | -81.0% | +89.5% | -170.6% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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