+51.4%
PYPL vs BX
+470.9%
-419.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.5% |
| 7D | +2.7% | -4.4% | +7.1% | +5.0% |
| 30D | -4.9% | +0.1% | -5.0% | -5.3% |
| 3M | +28.9% | +16.0% | +12.9% | +18.4% |
| 6M | +18.2% | +21.6% | -3.4% | +5.0% |
| YTD | -5.0% | -8.9% | +3.9% | -2.1% |
| 1Y | -18.8% | -16.6% | -2.2% | -12.8% |
| 3Y | -12.6% | +43.3% | -55.9% | -32.0% |
| 5Y | -80.8% | +25.7% | -106.5% | -84.8% |
| 10Y | +49.9% | +689.5% | -639.6% | -50.4% |
| All | +51.4% | +470.9% | -419.5% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling