+51.4%
PYPL vs BB
-2.7%
+54.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | -5.6% | +8.3% | +3.9% |
| 30D | -4.9% | -11.8% | +6.9% | -2.5% |
| 3M | +28.9% | -25.5% | +54.4% | +34.4% |
| 6M | +18.2% | +121.3% | -103.0% | -4.4% |
| YTD | -5.0% | +103.2% | -108.2% | -21.6% |
| 1Y | -18.8% | +102.6% | -121.5% | -33.4% |
| 3Y | -12.6% | +37.5% | -50.1% | -26.8% |
| 5Y | -80.8% | -30.4% | -50.3% | -82.2% |
| 10Y | +49.9% | 0.0% | +49.9% | -3.6% |
| All | +51.4% | -2.7% | +54.0% | -5.9% |
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