-79.0%
PYPL vs BITO
-8.3%
-70.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.3% | -3.4% | +1.2% | -1.4% |
| 30D | -9.0% | +21.4% | -30.4% | -13.5% |
| 3M | +30.6% | +20.5% | +10.1% | +24.2% |
| 6M | +18.6% | +7.4% | +11.2% | +15.8% |
| YTD | -7.2% | -13.9% | +6.7% | -4.8% |
| 1Y | -19.3% | -35.1% | +15.8% | -11.2% |
| 3Y | -12.3% | +156.8% | -169.1% | -36.2% |
| All | -79.0% | -8.3% | -70.7% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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