+51.9%
PYPL vs BBWI
-48.2%
+100.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.4% |
| 7D | -1.1% | -4.5% | +3.4% | -0.2% |
| 30D | +3.8% | +17.1% | -13.3% | +0.4% |
| 3M | -1.3% | +17.5% | -18.7% | -5.2% |
| 6M | +29.0% | +12.8% | +16.2% | +24.1% |
| YTD | +0.7% | +8.2% | -7.4% | -3.4% |
| 1Y | -12.3% | -1.8% | -10.5% | -15.1% |
| 3Y | +7.6% | -25.8% | +33.4% | +7.2% |
| 5Y | -71.7% | -68.0% | -3.7% | -68.4% |
| All | +51.9% | -48.2% | +100.1% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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