+275.2%
RTX vs PYPL
+39.1%
+236.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.4% |
| 7D | -3.1% | +1.7% | -4.8% | -3.5% |
| 30D | -10.6% | -9.7% | -0.8% | -9.1% |
| 3M | +11.6% | +29.2% | -17.6% | +5.4% |
| 6M | -4.5% | +13.9% | -18.4% | -7.8% |
| YTD | +9.6% | -8.1% | +17.7% | +9.6% |
| 1Y | +30.8% | -21.4% | +52.2% | +34.8% |
| 3Y | +152.8% | -11.8% | +164.7% | +147.0% |
| 5Y | +167.1% | -81.1% | +248.3% | +272.1% |
| 10Y | +275.2% | +36.9% | +238.2% | +172.5% |
| All | +275.2% | +39.1% | +236.0% | +172.5% |
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