-11.8%
PYPL vs RUN
-35.6%
+23.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -7.0% | -3.5% |
| 7D | +1.7% | +10.2% | -8.4% | +1.0% |
| 30D | -9.7% | -9.6% | -0.1% | -9.1% |
| 3M | +29.2% | -31.5% | +60.7% | +32.3% |
| 6M | +13.9% | -18.7% | +32.6% | +14.5% |
| YTD | -8.1% | -49.9% | +41.8% | -5.1% |
| 1Y | -21.4% | -45.5% | +24.1% | -19.8% |
| 3Y | -11.8% | -34.1% | +22.3% | -23.2% |
| All | -11.8% | -35.6% | +23.8% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling