+39.0%
PYPL vs BP
+137.6%
-98.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | -5.9% | +5.7% | -11.7% | -7.3% |
| 30D | -9.4% | +8.1% | -17.5% | -11.3% |
| 3M | +31.3% | +8.6% | +22.7% | +28.0% |
| 6M | +19.1% | +18.1% | +1.0% | +12.9% |
| YTD | -7.9% | +37.6% | -45.5% | -16.7% |
| 1Y | -17.9% | +39.4% | -57.3% | -26.3% |
| 3Y | -11.6% | +40.1% | -51.7% | -21.9% |
| 5Y | -81.0% | +141.3% | -222.4% | -86.0% |
| All | +39.0% | +137.6% | -98.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling