-81.0%
PYPL vs BG
+88.4%
-169.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | -5.9% | +3.7% | -9.7% | -6.4% |
| 30D | -9.4% | +12.3% | -21.8% | -11.0% |
| 3M | +31.3% | -2.2% | +33.5% | +31.5% |
| 6M | +19.1% | +5.3% | +13.8% | +17.5% |
| YTD | -7.9% | +42.4% | -50.3% | -14.5% |
| 1Y | -17.9% | +55.2% | -73.1% | -25.4% |
| 3Y | -11.6% | +21.0% | -32.6% | -16.8% |
| 5Y | -81.0% | +87.1% | -168.2% | -85.0% |
| All | -81.0% | +88.4% | -169.4% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling