+51.4%
PYPL vs BNS
+220.6%
-169.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.3% |
| 7D | +2.7% | +1.5% | +1.1% | +1.8% |
| 30D | -4.9% | +6.0% | -10.8% | -8.3% |
| 3M | +28.9% | +16.3% | +12.5% | +17.4% |
| 6M | +18.2% | +28.8% | -10.5% | +1.0% |
| YTD | -5.0% | +30.0% | -35.0% | -19.7% |
| 1Y | -18.8% | +50.7% | -69.5% | -37.5% |
| 3Y | -12.6% | +125.4% | -138.0% | -47.9% |
| 5Y | -80.8% | +94.2% | -175.0% | -87.4% |
| 10Y | +49.9% | +182.8% | -132.9% | -22.9% |
| All | +51.4% | +220.6% | -169.2% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling