+51.4%
PYPL vs BLDR
+423.0%
-371.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.7% |
| 7D | +2.7% | -2.8% | +5.5% | +3.4% |
| 30D | -4.9% | -13.3% | +8.4% | -1.5% |
| 3M | +28.9% | -12.3% | +41.1% | +32.0% |
| 6M | +18.2% | -31.5% | +49.7% | +28.6% |
| YTD | -5.0% | -36.1% | +31.0% | +4.0% |
| 1Y | -18.8% | -54.1% | +35.3% | -2.8% |
| 3Y | -12.6% | -55.8% | +43.2% | +0.9% |
| 5Y | -80.8% | +20.7% | -101.5% | -83.6% |
| 10Y | +49.9% | +390.2% | -340.3% | -14.7% |
| All | +51.4% | +423.0% | -371.6% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling