+52.6%
PYPL vs RUN
-33.9%
+86.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +0.1% | -13.5% | +13.6% | +2.1% |
| 30D | +5.7% | +18.3% | -12.6% | +2.7% |
| 3M | -1.9% | -12.5% | +10.6% | -0.7% |
| 6M | +31.8% | -40.3% | +72.1% | +39.9% |
| YTD | +2.4% | -53.1% | +55.5% | +9.2% |
| 1Y | -8.2% | -54.3% | +46.0% | -2.1% |
| 3Y | +10.2% | -6.5% | +16.7% | -14.2% |
| 5Y | -71.2% | -85.3% | +14.1% | -71.3% |
| 10Y | +49.6% | +68.9% | -19.3% | +4.3% |
| All | +52.6% | -33.9% | +86.6% | +9.1% |
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