+51.4%
PYPL vs BTG
+372.3%
-320.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.9% |
| 7D | +2.7% | -0.9% | +3.6% | +2.7% |
| 30D | -4.9% | +36.8% | -41.7% | -7.4% |
| 3M | +28.9% | +23.1% | +5.8% | +26.3% |
| 6M | +18.2% | +3.5% | +14.8% | +17.2% |
| YTD | -5.0% | +25.5% | -30.5% | -7.6% |
| 1Y | -18.8% | +40.1% | -58.9% | -22.1% |
| 3Y | -12.6% | +101.1% | -113.7% | -19.5% |
| 5Y | -80.8% | +70.6% | -151.4% | -82.2% |
| 10Y | +49.9% | +152.1% | -102.2% | +40.8% |
| All | +51.4% | +372.3% | -320.9% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling