-14.8%
PYPL vs BTI
+105.9%
-120.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | -4.3% | -2.4% | -1.9% | -4.2% |
| 30D | -11.5% | -4.8% | -6.7% | -11.2% |
| 3M | +26.1% | -8.1% | +34.3% | +26.7% |
| 6M | +13.7% | -4.2% | +17.9% | +14.1% |
| YTD | -9.8% | -1.3% | -8.6% | -9.9% |
| 1Y | -22.1% | +2.1% | -24.2% | -22.3% |
| All | -14.8% | +105.9% | -120.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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