+51.4%
PYPL vs BR
+309.2%
-257.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.3% | -0.6% |
| 7D | +2.7% | -5.3% | +8.0% | +6.7% |
| 30D | -4.9% | +6.4% | -11.3% | -9.4% |
| 3M | +28.9% | +13.6% | +15.2% | +16.5% |
| 6M | +18.2% | -6.7% | +24.9% | +22.7% |
| YTD | -5.0% | -21.1% | +16.1% | +11.7% |
| 1Y | -18.8% | -29.6% | +10.7% | +3.6% |
| 3Y | -12.6% | -2.4% | -10.2% | -13.5% |
| 5Y | -80.8% | +11.2% | -92.0% | -83.1% |
| 10Y | +49.9% | +191.8% | -141.9% | -36.3% |
| All | +51.4% | +309.2% | -257.8% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling