+46.9%
PYPL vs PBF
+231.7%
-184.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -1.6% |
| 7D | +1.0% | -15.3% | +16.3% | +2.5% |
| 30D | +5.9% | -21.8% | +27.6% | +8.0% |
| 3M | -0.2% | -0.2% | 0.0% | -0.9% |
| 6M | +30.3% | +63.6% | -33.3% | +22.3% |
| YTD | +1.6% | +147.5% | -145.9% | -10.2% |
| 1Y | -10.3% | +69.8% | -80.1% | -17.4% |
| 3Y | +8.5% | +65.3% | -56.8% | -2.9% |
| 5Y | -71.0% | +393.4% | -464.3% | -77.6% |
| 10Y | +46.9% | +240.3% | -193.4% | +9.2% |
| All | +46.9% | +231.7% | -184.8% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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