+977.1%
BE vs PYPL
-42.1%
+1,019.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -1.7% |
| 7D | +23.9% | -4.3% | +28.3% | +27.1% |
| 30D | +27.8% | -11.5% | +39.3% | +36.5% |
| 3M | +3.7% | +26.1% | -22.4% | -15.7% |
| 6M | +78.0% | +13.7% | +64.3% | +54.0% |
| YTD | +209.9% | -9.8% | +219.8% | +202.3% |
| 1Y | +389.6% | -22.1% | +411.7% | +421.4% |
| 3Y | +1,730.6% | -13.5% | +1,744.1% | +1,612.6% |
| 5Y | +1,227.8% | -81.6% | +1,309.4% | +3,741.1% |
| All | +977.1% | -42.1% | +1,019.2% | +1,224.4% |
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 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