+51.9%
PYPL vs BLDR
+473.7%
-421.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.0% |
| 7D | -1.1% | -8.2% | +7.1% | +1.2% |
| 30D | +3.8% | +16.3% | -12.5% | -1.2% |
| 3M | -1.3% | -17.0% | +15.7% | +3.1% |
| 6M | +29.0% | -17.4% | +46.4% | +33.2% |
| YTD | +0.7% | -41.6% | +42.3% | +13.0% |
| 1Y | -12.3% | -43.5% | +31.2% | -0.9% |
| 3Y | +7.6% | -51.6% | +59.3% | +21.0% |
| 5Y | -71.7% | -11.6% | -60.1% | -74.5% |
| All | +51.9% | +473.7% | -421.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling