-80.9%
PYPL vs BROS
+33.7%
-114.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +2.9% |
| 7D | -5.9% | -6.1% | +0.1% | -4.8% |
| 30D | -9.4% | -12.4% | +2.9% | -7.1% |
| 3M | +31.3% | -27.9% | +59.2% | +38.7% |
| 6M | +19.1% | -16.8% | +35.9% | +21.2% |
| YTD | -7.9% | -29.0% | +21.2% | -3.3% |
| 1Y | -17.9% | -33.2% | +15.3% | -13.2% |
| 3Y | -11.6% | +56.8% | -68.4% | -28.0% |
| All | -80.9% | +33.7% | -114.6% | -83.0% |
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