+65.4%
PYPL vs BBWI
-53.6%
+119.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | +2.2% | -6.2% | +8.3% | +3.5% |
| 30D | +8.1% | +25.5% | -17.4% | +3.0% |
| 3M | +1.9% | +8.0% | -6.1% | -0.5% |
| 6M | +33.1% | +12.7% | +20.4% | +28.0% |
| YTD | +3.8% | +11.6% | -7.9% | -1.3% |
| 1Y | -8.3% | -0.9% | -7.4% | -11.5% |
| 3Y | +11.9% | -22.7% | +34.6% | +10.4% |
| 5Y | -70.4% | -67.2% | -3.3% | -67.0% |
| 10Y | +47.2% | -43.7% | +90.9% | +34.2% |
| All | +65.4% | -53.6% | +119.0% | +60.9% |
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