-18.8%
PYPL vs BG
+50.1%
-68.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -3.2% |
| 7D | +2.7% | +2.8% | -0.1% | +3.1% |
| 30D | -4.9% | +12.0% | -16.9% | -3.5% |
| 3M | +28.9% | -7.7% | +36.6% | +28.1% |
| 6M | +18.2% | +4.5% | +13.7% | +18.6% |
| YTD | -5.0% | +35.7% | -40.7% | -5.6% |
| 1Y | -18.8% | +50.1% | -68.9% | -18.6% |
| All | -18.8% | +50.1% | -68.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling