-11.8%
PYPL vs PBF
+62.4%
-74.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.4% |
| 7D | +1.7% | +2.4% | -0.6% | +1.6% |
| 30D | -9.7% | +24.9% | -34.6% | -10.8% |
| 3M | +29.2% | +81.9% | -52.7% | +24.1% |
| 6M | +13.9% | +79.4% | -65.5% | +8.8% |
| YTD | -8.1% | +188.3% | -196.4% | -17.1% |
| 1Y | -21.4% | +177.3% | -198.6% | -29.5% |
| 3Y | -11.8% | +56.0% | -67.8% | -23.6% |
| All | -11.8% | +62.4% | -74.2% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling