+63.3%
PYPL vs BG
+60.6%
+2.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +0.1% | +2.6% | -2.5% | -0.5% |
| 30D | +5.7% | -6.7% | +12.3% | +7.1% |
| 3M | -1.9% | -9.3% | +7.3% | -0.3% |
| 6M | +31.8% | -18.3% | +50.2% | +36.6% |
| YTD | +2.4% | +16.2% | -13.7% | -3.2% |
| 1Y | -8.2% | +7.6% | -15.8% | -11.6% |
| 3Y | +10.2% | +6.6% | +3.6% | +4.6% |
| 5Y | -71.2% | +22.2% | -93.4% | -74.3% |
| 10Y | +49.6% | +112.0% | -62.5% | +3.6% |
| All | +63.3% | +60.6% | +2.7% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling