+9.7%
PYPL vs BN
+90.6%
-81.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +3.9% | +5.3% | -1.4% | +0.7% |
| 30D | +7.8% | +11.9% | -4.1% | +0.8% |
| 3M | -0.7% | -5.7% | +5.1% | +2.5% |
| 6M | +28.8% | -10.6% | +39.4% | +36.7% |
| YTD | +2.4% | -9.4% | +11.7% | +7.2% |
| 1Y | -9.6% | -8.8% | -0.8% | -6.0% |
| 3Y | +9.7% | +95.6% | -86.0% | -31.2% |
| All | +9.7% | +90.6% | -81.0% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling