+46.8%
PYPL vs BRO
+346.8%
-300.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | -5.9% | -8.6% | +2.6% | -1.1% |
| 30D | -9.4% | -6.9% | -2.5% | -6.0% |
| 3M | +31.3% | +10.5% | +20.8% | +22.8% |
| 6M | +19.1% | -2.8% | +21.9% | +19.1% |
| YTD | -7.9% | -16.1% | +8.3% | -0.3% |
| 1Y | -17.9% | -27.6% | +9.7% | -3.5% |
| 3Y | -11.6% | -7.3% | -4.3% | -14.3% |
| 5Y | -81.0% | +19.0% | -100.0% | -85.0% |
| 10Y | +41.8% | +292.7% | -250.9% | -50.8% |
| All | +46.8% | +346.8% | -300.0% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling