+46.5%
PYPL vs BBY
+306.4%
-259.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | +1.7% | +8.1% | -6.4% | -1.0% |
| 30D | -9.7% | +8.9% | -18.7% | -12.5% |
| 3M | +29.2% | +22.0% | +7.2% | +20.1% |
| 6M | +13.9% | +37.8% | -23.9% | +0.5% |
| YTD | -8.1% | +37.3% | -45.4% | -19.2% |
| 1Y | -21.4% | +21.6% | -42.9% | -28.0% |
| 3Y | -11.8% | +41.5% | -53.3% | -26.0% |
| 5Y | -81.1% | +1.2% | -82.4% | -82.8% |
| 10Y | +36.9% | +237.8% | -200.8% | -6.6% |
| All | +46.5% | +306.4% | -259.9% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling