-12.3%
PYPL vs BRO
-7.6%
-4.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.3% | -7.3% | +5.1% | -0.2% |
| 30D | -9.0% | -6.9% | -2.2% | -7.4% |
| 3M | +30.6% | +10.7% | +19.9% | +26.2% |
| 6M | +18.6% | -2.7% | +21.3% | +18.8% |
| YTD | -7.2% | -16.3% | +9.2% | -2.6% |
| 1Y | -19.3% | -29.1% | +9.8% | -10.2% |
| 3Y | -12.3% | -7.8% | -4.5% | -12.2% |
| All | -12.3% | -7.6% | -4.7% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling