+38.8%
PYPL vs BWA
+142.7%
-103.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -4.3% | +0.1% | -4.5% | -4.4% |
| 30D | -11.5% | -5.6% | -5.9% | -9.9% |
| 3M | +26.1% | -10.7% | +36.8% | +30.1% |
| 6M | +13.7% | +23.2% | -9.5% | +3.4% |
| YTD | -9.8% | +46.0% | -55.8% | -24.8% |
| 1Y | -22.1% | +51.2% | -73.2% | -36.1% |
| 3Y | -13.5% | +69.6% | -83.1% | -33.9% |
| 5Y | -81.6% | +86.6% | -168.2% | -86.7% |
| 10Y | +38.8% | +152.3% | -113.5% | -14.8% |
| All | +38.8% | +142.7% | -103.9% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling