+47.2%
PYPL vs B
+183.2%
-136.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.7% |
| 7D | +2.2% | +11.3% | -9.2% | +0.4% |
| 30D | +8.1% | +2.9% | +5.2% | +7.5% |
| 3M | +1.9% | -2.9% | +4.8% | +2.2% |
| 6M | +33.1% | -1.2% | +34.3% | +32.6% |
| YTD | +3.8% | -1.3% | +5.1% | +2.5% |
| 1Y | -8.3% | +30.4% | -38.7% | -13.8% |
| 3Y | +11.9% | +195.3% | -183.4% | -11.0% |
| 5Y | -70.4% | +146.2% | -216.7% | -76.2% |
| 10Y | +47.2% | +200.5% | -153.3% | +18.3% |
| All | +47.2% | +183.2% | -136.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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