+40.1%
PYPL vs BX
+673.1%
-633.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.5% |
| 7D | -2.3% | -5.6% | +3.4% | +0.7% |
| 30D | -9.0% | -12.2% | +3.2% | -2.7% |
| 3M | +30.6% | +7.4% | +23.2% | +24.6% |
| 6M | +18.6% | +22.2% | -3.6% | +4.6% |
| YTD | -7.2% | -14.0% | +6.8% | -1.3% |
| 1Y | -19.3% | -27.3% | +8.0% | -6.4% |
| 3Y | -12.3% | +24.5% | -36.8% | -27.2% |
| 5Y | -80.9% | +18.9% | -99.8% | -84.6% |
| All | +40.1% | +673.1% | -633.0% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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