+65.4%
PYPL vs BP
+112.1%
-46.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +2.2% | -6.9% | +9.0% | +4.0% |
| 30D | +8.1% | -3.6% | +11.7% | +8.9% |
| 3M | +1.9% | +8.4% | -6.5% | -0.8% |
| 6M | +33.1% | +5.3% | +27.8% | +29.9% |
| YTD | +3.8% | +33.2% | -29.4% | -6.2% |
| 1Y | -8.3% | +28.2% | -36.5% | -16.3% |
| 3Y | +11.9% | +49.2% | -37.4% | -3.9% |
| 5Y | -70.4% | +102.9% | -173.3% | -77.4% |
| 10Y | +47.2% | +127.7% | -80.5% | +2.6% |
| All | +65.4% | +112.1% | -46.7% | +21.4% |
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