-80.3%
PYPL vs BROS
+43.3%
-123.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.2% |
| 7D | +2.7% | -6.7% | +9.3% | +4.0% |
| 30D | -4.9% | -29.1% | +24.2% | +1.2% |
| 3M | +28.9% | -16.7% | +45.6% | +32.1% |
| 6M | +18.2% | -11.6% | +29.9% | +18.8% |
| YTD | -5.0% | -23.9% | +18.9% | -1.7% |
| 1Y | -18.8% | -34.8% | +16.0% | -13.7% |
| 3Y | -12.6% | +62.1% | -74.7% | -29.1% |
| All | -80.3% | +43.3% | -123.6% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling