-81.0%
PYPL vs BNS
+92.5%
-173.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.6% |
| 7D | -5.9% | -2.2% | -3.8% | -4.4% |
| 30D | -9.4% | +4.5% | -13.9% | -12.4% |
| 3M | +31.3% | +14.9% | +16.4% | +18.1% |
| 6M | +19.1% | +32.5% | -13.4% | -4.3% |
| YTD | -7.9% | +28.6% | -36.5% | -24.8% |
| 1Y | -17.9% | +48.4% | -66.2% | -40.5% |
| 3Y | -11.6% | +130.8% | -142.4% | -56.9% |
| 5Y | -81.0% | +94.8% | -175.8% | -88.8% |
| All | -81.0% | +92.5% | -173.6% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling