-14.8%
PYPL vs BG
+19.0%
-33.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -4.3% | +0.5% | -4.9% | -4.4% |
| 30D | -11.5% | +10.3% | -21.8% | -12.3% |
| 3M | +26.1% | -1.9% | +28.0% | +26.5% |
| 6M | +13.7% | +5.2% | +8.4% | +12.5% |
| YTD | -9.8% | +41.2% | -51.0% | -15.8% |
| 1Y | -22.1% | +50.5% | -72.6% | -28.3% |
| All | -14.8% | +19.0% | -33.8% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling