+40.1%
PYPL vs BR
+189.7%
-149.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.3% | -3.0% | +0.7% | -0.1% |
| 30D | -9.0% | -0.3% | -8.7% | -9.0% |
| 3M | +30.6% | +17.3% | +13.3% | +15.5% |
| 6M | +18.6% | -6.7% | +25.3% | +23.2% |
| YTD | -7.2% | -23.4% | +16.3% | +11.5% |
| 1Y | -19.3% | -32.7% | +13.4% | +6.4% |
| 3Y | -12.3% | -5.9% | -6.4% | -10.9% |
| 5Y | -80.9% | +8.4% | -89.3% | -82.9% |
| All | +40.1% | +189.7% | -149.6% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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