+61.9%
PYPL vs BP
+112.0%
-50.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.0% | -6.3% | +7.3% | +2.7% |
| 30D | +5.9% | -3.6% | +9.5% | +6.6% |
| 3M | -0.2% | +5.2% | -5.5% | -2.1% |
| 6M | +30.3% | +5.3% | +25.0% | +27.2% |
| YTD | +1.6% | +33.1% | -31.6% | -8.2% |
| 1Y | -10.3% | +26.3% | -36.6% | -17.8% |
| 3Y | +8.5% | +47.5% | -39.0% | -6.4% |
| 5Y | -71.0% | +106.2% | -177.1% | -77.9% |
| 10Y | +46.9% | +127.0% | -80.0% | +2.6% |
| All | +61.9% | +112.0% | -50.1% | +18.8% |
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 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