-11.8%
PYPL vs BROS
+64.7%
-76.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | +1.7% | -0.9% | +2.7% | +1.9% |
| 30D | -9.7% | -13.5% | +3.7% | -7.9% |
| 3M | +29.2% | -18.4% | +47.6% | +31.8% |
| 6M | +13.9% | -10.6% | +24.5% | +13.8% |
| YTD | -8.1% | -25.1% | +17.0% | -5.7% |
| 1Y | -21.4% | -28.6% | +7.3% | -19.0% |
| 3Y | -11.8% | +65.6% | -77.4% | -25.3% |
| All | -11.8% | +64.7% | -76.5% | -25.3% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling