+668.0%
BE vs PYPL
-34.2%
+702.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -6.0% |
| 7D | +10.8% | +0.1% | +10.8% | +10.9% |
| 30D | -19.8% | +5.7% | -25.5% | -22.6% |
| 3M | -18.7% | -1.9% | -16.8% | -18.7% |
| 6M | -33.7% | +31.8% | -65.6% | -47.4% |
| YTD | +121.0% | +2.4% | +118.5% | +98.7% |
| 1Y | +85.4% | -8.2% | +93.7% | +80.9% |
| 3Y | +1,709.5% | +10.2% | +1,699.3% | +1,324.8% |
| 5Y | +462.2% | -71.2% | +533.4% | +1,056.7% |
| All | +668.0% | -34.2% | +702.2% | +770.7% |
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