+40.1%
PYPL vs BBY
+252.7%
-212.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.4% |
| 7D | -2.3% | +0.6% | -2.8% | -2.5% |
| 30D | -9.0% | +9.4% | -18.4% | -12.2% |
| 3M | +30.6% | +19.3% | +11.2% | +21.7% |
| 6M | +18.6% | +47.9% | -29.4% | +0.9% |
| YTD | -7.2% | +39.6% | -46.7% | -19.7% |
| 1Y | -19.3% | +22.2% | -41.4% | -26.7% |
| 3Y | -12.3% | +45.0% | -57.3% | -28.2% |
| 5Y | -80.9% | +2.6% | -83.5% | -82.8% |
| All | +40.1% | +252.7% | -212.6% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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