+61.9%
PYPL vs BN
+296.6%
-234.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.3% |
| 7D | +1.0% | +4.3% | -3.3% | -1.7% |
| 30D | +5.9% | +14.3% | -8.4% | -2.7% |
| 3M | -0.2% | -4.1% | +3.8% | +2.0% |
| 6M | +30.3% | -9.7% | +40.0% | +37.7% |
| YTD | +1.6% | -7.1% | +8.7% | +4.8% |
| 1Y | -10.3% | -7.4% | -2.9% | -7.5% |
| 3Y | +8.5% | +102.3% | -93.8% | -32.7% |
| 5Y | -71.0% | +35.9% | -106.9% | -77.3% |
| 10Y | +46.9% | +289.2% | -242.2% | -39.7% |
| All | +61.9% | +296.6% | -234.7% | -31.0% |
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 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