+63.3%
PYPL vs BTI
+138.4%
-75.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | +0.1% | +1.6% | -1.6% | -0.5% |
| 30D | +5.7% | +9.2% | -3.6% | +2.7% |
| 3M | -1.9% | +9.6% | -11.6% | -4.9% |
| 6M | +31.8% | -2.4% | +34.3% | +32.3% |
| YTD | +2.4% | +14.2% | -11.8% | -3.2% |
| 1Y | -8.2% | +20.3% | -28.5% | -14.8% |
| 3Y | +10.2% | +147.4% | -137.2% | -23.0% |
| 5Y | -71.2% | +155.4% | -226.7% | -80.3% |
| 10Y | +49.6% | +127.3% | -77.8% | -2.7% |
| All | +63.3% | +138.4% | -75.2% | -1.5% |
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 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