+61.9%
PYPL vs BB
+15.5%
+46.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +1.0% | +11.6% | -10.6% | -1.3% |
| 30D | +5.9% | +2.6% | +3.3% | +4.6% |
| 3M | -0.2% | +3.5% | -3.8% | -2.2% |
| 6M | +30.3% | +43.5% | -13.2% | +15.9% |
| YTD | +1.6% | +141.2% | -139.6% | -20.0% |
| 1Y | -10.3% | +97.4% | -107.7% | -26.5% |
| 3Y | +8.5% | +151.1% | -142.6% | -20.6% |
| 5Y | -71.0% | -12.8% | -58.2% | -74.5% |
| 10Y | +46.9% | +27.5% | +19.5% | -11.4% |
| All | +61.9% | +15.5% | +46.4% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 all: compounded portfolio wealth divided by compounded BB 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…
all analysis · Full analysis span regression · 6 months rolling