+51.4%
PYPL vs BN
+276.5%
-225.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | +2.7% | -2.5% | +5.1% | +4.2% |
| 30D | -4.9% | -9.5% | +4.6% | +1.0% |
| 3M | +28.9% | -10.4% | +39.3% | +37.6% |
| 6M | +18.2% | -6.4% | +24.6% | +21.8% |
| YTD | -5.0% | -11.9% | +6.8% | +1.4% |
| 1Y | -18.8% | -8.6% | -10.2% | -15.5% |
| 3Y | -12.6% | +77.6% | -90.1% | -41.3% |
| 5Y | -80.8% | +37.0% | -117.8% | -84.9% |
| 10Y | +49.9% | +266.4% | -216.5% | -36.0% |
| All | +51.4% | +276.5% | -225.1% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling