+39.0%
PYPL vs RUN
+43.4%
-4.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.5% |
| 7D | -5.9% | -3.4% | -2.6% | -5.5% |
| 30D | -9.4% | -14.0% | +4.5% | -7.3% |
| 3M | +31.3% | -27.5% | +58.8% | +36.9% |
| 6M | +19.1% | -29.0% | +48.1% | +23.1% |
| YTD | -7.9% | -53.1% | +45.2% | -0.6% |
| 1Y | -17.9% | -46.7% | +28.8% | -14.4% |
| 3Y | -11.6% | -38.3% | +26.7% | -27.7% |
| 5Y | -81.0% | -80.7% | -0.3% | -82.0% |
| All | +39.0% | +43.4% | -4.3% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling