-78.7%
PYPL vs BROS
+7.7%
-86.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -1.2% | -20.4% | +19.2% | +2.8% |
| 30D | +6.1% | -6.1% | +12.2% | +6.7% |
| 3M | +1.1% | -29.4% | +30.4% | +7.3% |
| 6M | +32.7% | -31.5% | +64.3% | +40.0% |
| YTD | +2.8% | -42.8% | +45.6% | +11.7% |
| 1Y | -10.8% | -37.5% | +26.7% | -5.0% |
| 3Y | +9.8% | +27.2% | -17.4% | -7.3% |
| 5Y | -70.2% | -47.0% | -23.3% | -72.3% |
| All | -78.7% | +7.7% | -86.4% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling