+51.4%
PYPL vs RY
+426.8%
-375.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.5% |
| 7D | +2.7% | +3.1% | -0.4% | +0.4% |
| 30D | -4.9% | -0.3% | -4.6% | -4.7% |
| 3M | +28.9% | +8.7% | +20.2% | +20.8% |
| 6M | +18.2% | +28.5% | -10.3% | -3.0% |
| YTD | -5.0% | +25.1% | -30.1% | -20.7% |
| 1Y | -18.8% | +46.3% | -65.1% | -40.1% |
| 3Y | -12.6% | +154.9% | -167.5% | -58.3% |
| 5Y | -80.8% | +140.3% | -221.1% | -90.3% |
| 10Y | +49.9% | +377.0% | -327.1% | -52.5% |
| All | +51.4% | +426.8% | -375.5% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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