+38.8%
PYPL vs BLDR
+357.1%
-318.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | -4.3% | -2.7% | -1.6% | -3.6% |
| 30D | -11.5% | -14.7% | +3.2% | -7.6% |
| 3M | +26.1% | -20.8% | +47.0% | +33.2% |
| 6M | +13.7% | -35.3% | +49.0% | +26.3% |
| YTD | -9.8% | -40.3% | +30.5% | +1.2% |
| 1Y | -22.1% | -56.3% | +34.2% | -4.3% |
| 3Y | -13.5% | -56.1% | +42.6% | +0.6% |
| 5Y | -81.6% | +12.9% | -94.5% | -84.3% |
| 10Y | +38.8% | +386.5% | -347.7% | -20.8% |
| All | +38.8% | +357.1% | -318.3% | -20.8% |
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