-81.6%
PYPL vs RUN
-80.3%
-1.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.3% |
| 7D | -4.3% | -1.8% | -2.6% | -4.1% |
| 30D | -11.5% | -10.8% | -0.6% | -10.2% |
| 3M | +26.1% | -30.2% | +56.3% | +31.4% |
| 6M | +13.7% | -22.3% | +36.0% | +15.4% |
| YTD | -9.8% | -52.2% | +42.3% | -4.0% |
| 1Y | -22.1% | -45.1% | +23.0% | -19.6% |
| 3Y | -13.5% | -37.1% | +23.6% | -29.1% |
| 5Y | -81.6% | -80.3% | -1.3% | -82.9% |
| All | -81.6% | -80.3% | -1.4% | -82.9% |
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 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