+46.5%
PYPL vs RSG
+581.5%
-535.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.0% |
| 7D | +1.7% | -0.7% | +2.5% | +2.2% |
| 30D | -9.7% | +3.3% | -13.0% | -11.6% |
| 3M | +29.2% | +8.5% | +20.7% | +22.5% |
| 6M | +13.9% | -3.5% | +17.4% | +15.4% |
| YTD | -8.1% | +5.5% | -13.6% | -11.9% |
| 1Y | -21.4% | -1.7% | -19.7% | -21.5% |
| 3Y | -11.8% | +56.9% | -68.7% | -36.3% |
| 5Y | -81.1% | +89.4% | -170.5% | -88.2% |
| 10Y | +36.9% | +412.5% | -375.6% | -60.5% |
| All | +46.5% | +581.5% | -535.0% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling