-70.4%
PYPL vs BWA
+34.0%
-104.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | -0.6% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +8.1% | -16.1% | +24.2% | +15.1% |
| 3M | +1.9% | -24.6% | +26.5% | +12.5% |
| 6M | +33.1% | -15.7% | +48.8% | +38.3% |
| YTD | +3.8% | +15.1% | -11.3% | -10.8% |
| 1Y | -8.3% | +15.9% | -24.2% | -21.6% |
| 3Y | +11.9% | +67.1% | -55.2% | -24.2% |
| 5Y | -70.4% | +34.7% | -105.2% | -80.1% |
| All | -70.4% | +34.0% | -104.4% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling