-18.8%
PYPL vs BROS
-35.3%
+16.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.1% |
| 7D | +2.7% | -6.7% | +9.3% | +3.5% |
| 30D | -4.9% | -29.1% | +24.2% | -1.2% |
| 3M | +28.9% | -16.7% | +45.6% | +29.8% |
| 6M | +18.2% | -11.6% | +29.9% | +16.6% |
| YTD | -5.0% | -23.9% | +18.9% | -4.1% |
| 1Y | -18.8% | -34.8% | +16.0% | -15.8% |
| All | -18.8% | -35.3% | +16.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded BROS 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling