+51.4%
PYPL vs BP
+108.4%
-57.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | +2.7% | +3.9% | -1.3% | +1.5% |
| 30D | -4.9% | +7.6% | -12.5% | -6.9% |
| 3M | +28.9% | +0.7% | +28.2% | +28.1% |
| 6M | +18.2% | +15.5% | +2.8% | +12.4% |
| YTD | -5.0% | +30.8% | -35.9% | -13.4% |
| 1Y | -18.8% | +34.3% | -53.1% | -26.8% |
| 3Y | -12.6% | +35.1% | -47.6% | -22.5% |
| 5Y | -80.8% | +126.8% | -207.6% | -85.7% |
| 10Y | +49.9% | +123.4% | -73.4% | +5.5% |
| All | +51.4% | +108.4% | -57.0% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling