+41.5%
PYPL vs RUN
-31.9%
+73.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.5% |
| 30D | -4.9% | -15.3% | +10.4% | -2.8% |
| 3M | +28.9% | -40.0% | +68.9% | +37.7% |
| 6M | +18.2% | -27.0% | +45.2% | +21.4% |
| YTD | -5.0% | -51.7% | +46.7% | +1.5% |
| 1Y | -18.8% | -45.9% | +27.1% | -15.8% |
| 3Y | -12.6% | -43.8% | +31.2% | -25.0% |
| 5Y | -80.8% | -80.5% | -0.3% | -81.7% |
| 10Y | +49.9% | +45.3% | +4.7% | +5.1% |
| All | +41.5% | -31.9% | +73.4% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling