+213.4%
RSP vs PYPL
+44.3%
+169.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.0% | +3.9% | -4.9% | -2.0% |
| 30D | +2.6% | +7.8% | -5.2% | +0.6% |
| 3M | -0.8% | -0.7% | -0.1% | -1.1% |
| 6M | +6.3% | +28.8% | -22.5% | -1.5% |
| YTD | +14.1% | +2.4% | +11.8% | +11.0% |
| 1Y | +18.0% | -9.6% | +27.6% | +18.7% |
| 3Y | +61.0% | +9.7% | +51.4% | +48.5% |
| 5Y | +45.6% | -73.5% | +119.1% | +91.2% |
| All | +213.4% | +44.3% | +169.1% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 10y: compounded portfolio wealth divided by compounded PYPL 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…
10y analysis · Full analysis span regression · 6 months rolling