+55.3%
BE vs PYPL
-9.5%
+64.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.4% | -9.8% | -6.4% |
| 7D | -12.1% | +6.5% | -18.6% | -12.2% |
| 30D | -30.1% | +10.6% | -40.7% | -30.2% |
| 3M | -12.1% | +3.1% | -15.2% | -12.2% |
| 6M | -30.6% | +20.2% | -50.7% | -30.7% |
| YTD | +130.6% | +4.0% | +126.6% | +137.0% |
| 1Y | +55.3% | -7.9% | +63.2% | +89.9% |
| All | +55.3% | -9.5% | +64.7% | +89.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling