-20.5%
PYPL vs PBF
+172.9%
-193.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.0% |
| 7D | +1.7% | +2.4% | -0.6% | +2.0% |
| 30D | -9.7% | +24.9% | -34.6% | -8.0% |
| 3M | +29.2% | +81.9% | -52.7% | +34.9% |
| 6M | +13.9% | +79.4% | -65.5% | +18.8% |
| YTD | -8.1% | +188.3% | -196.4% | -2.6% |
| All | -20.5% | +172.9% | -193.5% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling