+40.1%
PYPL vs BG
+166.7%
-126.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -2.3% | +3.1% | -5.4% | -3.0% |
| 30D | -9.0% | +10.2% | -19.3% | -11.2% |
| 3M | +30.6% | -1.7% | +32.3% | +30.4% |
| 6M | +18.6% | +1.0% | +17.6% | +17.2% |
| YTD | -7.2% | +39.9% | -47.1% | -15.7% |
| 1Y | -19.3% | +53.2% | -72.5% | -28.7% |
| 3Y | -12.3% | +16.3% | -28.6% | -18.0% |
| 5Y | -80.9% | +83.9% | -164.8% | -84.7% |
| All | +40.1% | +166.7% | -126.6% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling