-81.1%
PYPL vs BBWI
-66.8%
-14.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.4% |
| 7D | +1.7% | +1.6% | +0.2% | +1.3% |
| 30D | -9.7% | -6.2% | -3.5% | -8.7% |
| 3M | +29.2% | +4.3% | +24.9% | +26.4% |
| 6M | +13.9% | -7.2% | +21.0% | +13.6% |
| YTD | -8.1% | -3.0% | -5.1% | -10.4% |
| 1Y | -21.4% | -30.8% | +9.4% | -16.2% |
| 3Y | -11.8% | -43.4% | +31.6% | -6.1% |
| 5Y | -81.1% | -66.7% | -14.4% | -77.7% |
| All | -81.1% | -66.8% | -14.4% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling