-19.6%
PYPL vs BOXX
+18.5%
-38.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.6% |
| 7D | -2.3% | +0.1% | -2.3% | -2.4% |
| 30D | -9.0% | +0.3% | -9.3% | -10.2% |
| 3M | +30.6% | +1.0% | +29.5% | +24.5% |
| 6M | +18.6% | +1.9% | +16.6% | +9.3% |
| YTD | -7.2% | +2.7% | -9.9% | -16.7% |
| 1Y | -19.3% | +4.0% | -23.3% | -30.9% |
| 3Y | -12.3% | +14.7% | -26.9% | -33.3% |
| All | -19.6% | +18.5% | -38.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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