+51.4%
PYPL vs BWA
+59.5%
-8.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -4.0% |
| 7D | +2.7% | +5.7% | -3.0% | +0.8% |
| 30D | -4.9% | +1.4% | -6.3% | -5.6% |
| 3M | +28.9% | -12.1% | +41.0% | +33.5% |
| 6M | +18.2% | +28.6% | -10.3% | +6.1% |
| YTD | -5.0% | +51.1% | -56.1% | -21.5% |
| 1Y | -18.8% | +55.9% | -74.7% | -33.9% |
| 3Y | -12.6% | +70.1% | -82.7% | -32.8% |
| 5Y | -80.8% | +90.7% | -171.5% | -86.1% |
| 10Y | +49.9% | +154.0% | -104.1% | -12.0% |
| All | +51.4% | +59.5% | -8.1% | +4.8% |
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 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