+46.5%
PYPL vs BG
+95.7%
-49.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.6% | -4.2% |
| 7D | +1.7% | +2.4% | -0.6% | +1.2% |
| 30D | -9.7% | +15.0% | -24.8% | -12.7% |
| 3M | +29.2% | -0.7% | +29.9% | +28.7% |
| 6M | +13.9% | +7.5% | +6.4% | +11.0% |
| YTD | -8.1% | +41.6% | -49.7% | -16.6% |
| 1Y | -21.4% | +50.7% | -72.0% | -30.0% |
| 3Y | -11.8% | +20.3% | -32.1% | -18.1% |
| 5Y | -81.1% | +85.2% | -166.4% | -84.8% |
| 10Y | +36.9% | +160.6% | -123.7% | -9.2% |
| All | +46.5% | +95.7% | -49.2% | +9.5% |
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