-81.6%
PYPL vs BTDR
+23.8%
-105.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -7.0% | -3.3% |
| 7D | +2.7% | +20.0% | -17.3% | +1.6% |
| 30D | -4.9% | +11.9% | -16.8% | -5.7% |
| 3M | +28.9% | -36.9% | +65.8% | +31.3% |
| 6M | +18.2% | +56.5% | -38.3% | +13.3% |
| YTD | -5.0% | +10.4% | -15.5% | -7.5% |
| 1Y | -18.8% | +3.1% | -21.9% | -21.5% |
| 3Y | -12.6% | -2.6% | -10.0% | -18.5% |
| 5Y | -80.8% | +25.2% | -106.0% | -82.9% |
| All | -81.6% | +23.8% | -105.4% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling