-55.4%
PYPL vs RVMD
+634.9%
-690.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -3.0% |
| 7D | +1.7% | -1.2% | +3.0% | +2.0% |
| 30D | -9.7% | +1.1% | -10.8% | -9.8% |
| 3M | +29.2% | +39.6% | -10.4% | +21.6% |
| 6M | +13.9% | +110.7% | -96.8% | -2.0% |
| YTD | -8.1% | +160.3% | -168.4% | -24.9% |
| 1Y | -21.4% | +404.9% | -426.3% | -43.8% |
| 3Y | -11.8% | +545.5% | -557.3% | -42.8% |
| 5Y | -81.1% | +584.7% | -665.8% | -88.9% |
| All | -55.4% | +634.9% | -690.3% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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