+60.6%
PYPL vs BND
+21.3%
+39.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.4% |
| 7D | -1.1% | -1.4% | +0.3% | +0.2% |
| 30D | +3.8% | +0.8% | +3.0% | +3.0% |
| 3M | -1.3% | -1.2% | -0.1% | 0.0% |
| 6M | +29.0% | -1.4% | +30.4% | +31.0% |
| YTD | +0.7% | -1.3% | +2.1% | +2.2% |
| 1Y | -12.3% | -1.2% | -11.0% | -11.0% |
| 3Y | +7.6% | +13.7% | -6.1% | -4.9% |
| 5Y | -71.7% | -1.7% | -70.0% | -72.9% |
| 10Y | +47.1% | +17.2% | +29.9% | +51.1% |
| All | +60.6% | +21.3% | +39.2% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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