-12.3%
PYPL vs RUN
-57.8%
+45.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | -1.7% |
| 7D | -1.1% | -13.7% | +12.6% | -0.6% |
| 30D | +3.8% | +9.4% | -5.6% | +3.3% |
| 3M | -1.3% | -13.4% | +12.1% | -1.4% |
| 6M | +29.0% | -39.6% | +68.6% | +29.4% |
| YTD | +0.7% | -53.7% | +54.4% | +0.2% |
| 1Y | -12.3% | -56.2% | +43.9% | -11.9% |
| All | -12.3% | -57.8% | +45.5% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling