+40.1%
PYPL vs BTG
+159.3%
-119.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.3% | -3.8% | +1.5% | -1.9% |
| 30D | -9.0% | +3.6% | -12.7% | -9.4% |
| 3M | +30.6% | +32.0% | -1.4% | +26.2% |
| 6M | +18.6% | +3.4% | +15.2% | +17.2% |
| YTD | -7.2% | +20.8% | -28.0% | -10.3% |
| 1Y | -19.3% | +22.4% | -41.7% | -22.6% |
| 3Y | -12.3% | +91.7% | -104.0% | -21.6% |
| 5Y | -80.9% | +79.0% | -159.9% | -83.0% |
| All | +40.1% | +159.3% | -119.2% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling