-70.2%
PYPL vs BTI
+154.4%
-224.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.2% | -3.0% | +1.9% | -0.6% |
| 30D | +6.1% | +9.8% | -3.6% | +4.1% |
| 3M | +1.1% | +9.2% | -8.1% | -0.8% |
| 6M | +32.7% | +4.0% | +28.7% | +31.2% |
| YTD | +2.8% | +12.7% | -9.9% | -0.8% |
| 1Y | -10.8% | +15.9% | -26.7% | -14.5% |
| 3Y | +9.8% | +148.9% | -139.1% | -18.9% |
| 5Y | -70.2% | +152.8% | -223.0% | -78.1% |
| All | -70.2% | +154.4% | -224.6% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling