+51.4%
PYPL vs BBWI
-58.4%
+109.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.9% | -3.6% |
| 7D | +2.7% | +1.5% | +1.2% | +2.3% |
| 30D | -4.9% | -5.2% | +0.3% | -4.3% |
| 3M | +28.9% | +11.1% | +17.8% | +25.2% |
| 6M | +18.2% | -13.4% | +31.6% | +19.8% |
| YTD | -5.0% | +0.1% | -5.1% | -7.2% |
| 1Y | -18.8% | -36.1% | +17.3% | -13.8% |
| 3Y | -12.6% | -44.1% | +31.5% | -7.5% |
| 5Y | -80.8% | -66.2% | -14.5% | -78.5% |
| 10Y | +49.9% | -54.8% | +104.7% | +44.8% |
| All | +51.4% | -58.4% | +109.7% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling