-81.0%
PYPL vs BROS
+41.2%
-122.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | +1.7% | -0.9% | +2.7% | +1.9% |
| 30D | -9.7% | -13.5% | +3.7% | -7.2% |
| 3M | +29.2% | -18.4% | +47.6% | +33.0% |
| 6M | +13.9% | -10.6% | +24.5% | +14.2% |
| YTD | -8.1% | -25.1% | +17.0% | -4.6% |
| 1Y | -21.4% | -28.6% | +7.3% | -18.0% |
| 3Y | -11.8% | +65.6% | -77.4% | -28.9% |
| All | -81.0% | +41.2% | -122.1% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling