-70.2%
PYPL vs RUN
-83.2%
+13.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.6% |
| 7D | -1.2% | +3.2% | -4.4% | -1.8% |
| 30D | +6.1% | +19.5% | -13.4% | +3.2% |
| 3M | +1.1% | -9.6% | +10.6% | +1.8% |
| 6M | +32.7% | -37.3% | +70.1% | +39.3% |
| YTD | +2.8% | -50.7% | +53.5% | +8.4% |
| 1Y | -10.8% | -54.1% | +43.3% | -5.2% |
| 3Y | +9.8% | -3.9% | +13.7% | -18.6% |
| 5Y | -70.2% | -84.4% | +14.2% | -69.7% |
| All | -70.2% | -83.2% | +13.0% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling