+46.5%
PYPL vs BTG
+358.9%
-312.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.4% | -3.0% |
| 7D | +1.7% | +4.8% | -3.1% | +1.4% |
| 30D | -9.7% | +8.3% | -18.1% | -10.3% |
| 3M | +29.2% | +32.3% | -3.1% | +26.0% |
| 6M | +13.9% | +3.0% | +10.9% | +12.9% |
| YTD | -8.1% | +21.9% | -30.0% | -10.4% |
| 1Y | -21.4% | +28.2% | -49.6% | -24.0% |
| 3Y | -11.8% | +99.9% | -111.7% | -18.8% |
| 5Y | -81.1% | +73.6% | -154.7% | -82.6% |
| 10Y | +36.9% | +136.5% | -99.6% | +28.8% |
| All | +46.5% | +358.9% | -312.4% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BTG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling