-10.0%
PYPL vs BTSG
+406.1%
-416.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | +2.7% | +2.7% | 0.0% | +2.2% |
| 30D | -4.9% | -3.6% | -1.3% | -4.3% |
| 3M | +28.9% | +5.8% | +23.1% | +25.6% |
| 6M | +18.2% | +44.7% | -26.5% | +6.5% |
| YTD | -5.0% | +62.2% | -67.2% | -16.6% |
| 1Y | -18.8% | +152.1% | -170.9% | -35.4% |
| All | -10.0% | +406.1% | -416.1% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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