+43.7%
PYPL vs BKR
+102.6%
-58.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | -11.5% | -0.7% | -10.8% | -11.4% |
| 3M | +26.1% | +0.5% | +25.6% | +25.4% |
| 6M | +13.7% | +6.6% | +7.0% | +10.8% |
| YTD | -9.8% | +41.3% | -51.1% | -18.6% |
| 1Y | -22.1% | +42.2% | -64.3% | -29.9% |
| 3Y | -13.5% | +83.4% | -96.9% | -28.0% |
| 5Y | -81.6% | +203.6% | -285.2% | -86.8% |
| 10Y | +38.8% | +139.9% | -101.2% | -12.9% |
| All | +43.7% | +102.6% | -58.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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