+51.4%
PYPL vs RVTY
+159.9%
-108.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +2.7% | +1.1% | +1.6% | +2.1% |
| 30D | -4.9% | +13.2% | -18.1% | -10.8% |
| 3M | +28.9% | +27.2% | +1.6% | +13.1% |
| 6M | +18.2% | +32.4% | -14.2% | +0.2% |
| YTD | -5.0% | +34.9% | -39.9% | -20.4% |
| 1Y | -18.8% | +52.4% | -71.2% | -36.8% |
| 3Y | -12.6% | +12.3% | -24.9% | -23.6% |
| 5Y | -80.8% | -30.8% | -50.0% | -78.4% |
| 10Y | +49.9% | +150.7% | -100.8% | -25.8% |
| All | +51.4% | +159.9% | -108.5% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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