+65.4%
PYPL vs BWA
+21.5%
+43.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | -0.4% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +8.1% | -16.1% | +24.2% | +14.3% |
| 3M | +1.9% | -24.6% | +26.5% | +11.3% |
| 6M | +33.1% | -15.7% | +48.8% | +38.2% |
| YTD | +3.8% | +15.1% | -11.3% | -6.5% |
| 1Y | -8.3% | +15.9% | -24.2% | -17.7% |
| 3Y | +11.9% | +67.1% | -55.2% | -13.9% |
| 5Y | -70.4% | +34.7% | -105.2% | -76.0% |
| 10Y | +47.2% | +99.5% | -52.4% | -6.5% |
| All | +65.4% | +21.5% | +43.9% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling