-7.9%
PYPL vs BWA
+17.4%
-25.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +6.0% | +3.3% |
| 7D | +6.5% | -9.9% | +16.3% | +6.2% |
| 30D | +10.6% | -16.4% | +27.0% | +10.2% |
| 3M | +3.1% | -19.8% | +22.9% | +2.5% |
| 6M | +20.2% | -10.0% | +30.1% | +19.8% |
| YTD | +4.0% | +12.7% | -8.7% | -5.4% |
| 1Y | -7.9% | +15.7% | -23.5% | -17.5% |
| All | -7.9% | +17.4% | -25.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling