+46.8%
PYPL vs BNY
+419.3%
-372.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -5.9% | -1.1% | -4.9% | -5.4% |
| 30D | -9.4% | +1.4% | -10.8% | -10.1% |
| 3M | +31.3% | +16.8% | +14.5% | +21.2% |
| 6M | +19.1% | +42.0% | -22.9% | -0.7% |
| YTD | -7.9% | +41.9% | -49.8% | -23.3% |
| 1Y | -17.9% | +59.2% | -77.1% | -35.6% |
| 3Y | -11.6% | +290.9% | -302.5% | -55.5% |
| 5Y | -81.0% | +259.0% | -340.1% | -90.2% |
| 10Y | +41.8% | +413.0% | -371.2% | -44.4% |
| All | +46.8% | +419.3% | -372.5% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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