+60.6%
PYPL vs BWA
+20.4%
+40.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -1.1% | +7.3% | -8.4% | -3.4% |
| 30D | +3.8% | -15.8% | +19.6% | +9.6% |
| 3M | -1.3% | -25.7% | +24.5% | +8.4% |
| 6M | +29.0% | -19.6% | +48.6% | +36.2% |
| YTD | +0.7% | +14.1% | -13.3% | -9.0% |
| 1Y | -12.3% | +12.2% | -24.4% | -20.3% |
| 3Y | +7.6% | +63.8% | -56.2% | -16.6% |
| 5Y | -71.7% | +28.7% | -100.4% | -76.7% |
| 10Y | +47.1% | +95.8% | -48.7% | -6.0% |
| All | +60.6% | +20.4% | +40.2% | +21.6% |
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