-14.8%
PYPL vs BTDR
+7.6%
-22.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.7% |
| 7D | -4.3% | +14.8% | -19.1% | -5.3% |
| 30D | -11.5% | +41.8% | -53.3% | -13.6% |
| 3M | +26.1% | -29.2% | +55.3% | +28.0% |
| 6M | +13.7% | +66.2% | -52.5% | +7.3% |
| YTD | -9.8% | +10.0% | -19.8% | -12.7% |
| 1Y | -22.1% | -11.0% | -11.1% | -24.5% |
| All | -14.8% | +7.6% | -22.4% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling