-19.3%
PYPL vs BP
+40.7%
-60.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -2.3% | +5.2% | -7.5% | -1.7% |
| 30D | -9.0% | +8.7% | -17.7% | -8.2% |
| 3M | +30.6% | +9.3% | +21.2% | +31.4% |
| 6M | +18.6% | +13.6% | +5.0% | +20.0% |
| YTD | -7.2% | +37.7% | -44.8% | -4.1% |
| 1Y | -19.3% | +40.6% | -59.9% | -16.5% |
| All | -19.3% | +40.7% | -60.0% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling