-10.8%
PYPL vs BROS
-38.0%
+27.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -1.2% | -20.4% | +19.2% | +1.3% |
| 30D | +6.1% | -6.1% | +12.2% | +6.5% |
| 3M | +1.1% | -29.4% | +30.4% | +5.2% |
| 6M | +32.7% | -31.5% | +64.3% | +35.0% |
| YTD | +2.8% | -42.8% | +45.6% | +7.8% |
| 1Y | -10.8% | -37.5% | +26.7% | -9.1% |
| All | -10.8% | -38.0% | +27.2% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling