+230.3%
RSP vs PYPL
+46.2%
+184.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | +0.3% |
| 7D | -0.8% | +2.7% | -3.4% | -1.5% |
| 30D | -0.3% | -4.9% | +4.6% | +0.6% |
| 3M | +4.3% | +28.9% | -24.6% | -3.4% |
| 6M | +8.8% | +18.2% | -9.4% | +2.7% |
| YTD | +15.3% | -5.0% | +20.3% | +14.3% |
| 1Y | +18.3% | -18.8% | +37.1% | +22.0% |
| 3Y | +52.8% | -12.6% | +65.4% | +49.8% |
| 5Y | +51.7% | -80.8% | +132.5% | +119.2% |
| 10Y | +208.5% | +49.9% | +158.6% | +115.1% |
| All | +230.3% | +46.2% | +184.1% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling