+46.5%
PYPL vs BLK
+322.6%
-276.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -1.9% |
| 7D | +1.7% | -2.4% | +4.1% | +3.5% |
| 30D | -9.7% | -3.1% | -6.6% | -7.8% |
| 3M | +29.2% | +10.7% | +18.5% | +20.1% |
| 6M | +13.9% | +15.9% | -2.0% | +1.7% |
| YTD | -8.1% | +4.0% | -12.1% | -11.4% |
| 1Y | -21.4% | +1.3% | -22.6% | -22.9% |
| 3Y | -11.8% | +69.6% | -81.4% | -41.0% |
| 5Y | -81.1% | +33.8% | -114.9% | -85.2% |
| 10Y | +36.9% | +276.2% | -239.2% | -46.5% |
| All | +46.5% | +322.6% | -276.2% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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