+46.9%
PYPL vs BBWI
-44.4%
+91.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +1.0% | -4.2% | +5.2% | +1.8% |
| 30D | +5.9% | +24.9% | -19.0% | +1.0% |
| 3M | -0.2% | +13.2% | -13.5% | -3.5% |
| 6M | +30.3% | +12.1% | +18.2% | +25.5% |
| YTD | +1.6% | +11.1% | -9.5% | -3.2% |
| 1Y | -10.3% | +0.7% | -11.0% | -13.6% |
| 3Y | +8.5% | -23.8% | +32.3% | +7.5% |
| 5Y | -71.0% | -66.9% | -4.0% | -67.8% |
| 10Y | +46.9% | -45.3% | +92.3% | +27.3% |
| All | +46.9% | -44.4% | +91.3% | +27.3% |
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