+51.4%
PYPL vs BTI
+109.9%
-58.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | -4.9% | -6.6% | +1.7% | -2.9% |
| 3M | +28.9% | -3.0% | +31.9% | +29.8% |
| 6M | +18.2% | -6.7% | +24.9% | +20.0% |
| YTD | -5.0% | +0.6% | -5.6% | -6.4% |
| 1Y | -18.8% | +5.6% | -24.4% | -21.4% |
| 3Y | -12.6% | +110.3% | -122.9% | -35.4% |
| 5Y | -80.8% | +114.3% | -195.0% | -86.1% |
| 10Y | +49.9% | +67.7% | -17.7% | +11.9% |
| All | +51.4% | +109.9% | -58.5% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling