+50.1%
PYPL vs BWA
+92.6%
-42.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | -1.2% | +1.7% | -2.9% | -1.8% |
| 30D | +6.1% | -14.6% | +20.7% | +11.6% |
| 3M | +1.1% | -26.2% | +27.3% | +11.3% |
| 6M | +32.7% | -18.4% | +51.2% | +39.4% |
| YTD | +2.8% | +14.7% | -11.9% | -7.7% |
| 1Y | -10.8% | +13.3% | -24.1% | -19.5% |
| 3Y | +9.8% | +64.7% | -54.9% | -15.9% |
| 5Y | -70.2% | +32.2% | -102.4% | -76.0% |
| 10Y | +50.1% | +96.8% | -46.7% | -2.2% |
| All | +50.1% | +92.6% | -42.5% | -2.2% |
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