+38.8%
PYPL vs BN
+257.9%
-219.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.7% |
| 7D | -4.3% | -3.0% | -1.3% | -2.5% |
| 30D | -11.5% | -13.0% | +1.5% | -3.6% |
| 3M | +26.1% | -15.2% | +41.4% | +39.5% |
| 6M | +13.7% | -5.9% | +19.6% | +16.8% |
| YTD | -9.8% | -15.8% | +5.9% | -0.9% |
| 1Y | -22.1% | -12.2% | -9.9% | -16.8% |
| 3Y | -13.5% | +72.2% | -85.7% | -40.9% |
| 5Y | -81.6% | +33.2% | -114.8% | -85.4% |
| 10Y | +38.8% | +264.7% | -225.9% | -35.0% |
| All | +38.8% | +257.9% | -219.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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