-70.3%
PYPL vs PBF
+406.7%
-477.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | +1.1% |
| 7D | +2.2% | -7.4% | +9.5% | +2.7% |
| 30D | +8.1% | -17.5% | +25.6% | +9.5% |
| 3M | +1.9% | +13.1% | -11.2% | +0.2% |
| 6M | +33.1% | +72.6% | -39.5% | +24.9% |
| YTD | +3.8% | +161.2% | -157.4% | -8.8% |
| 1Y | -8.3% | +93.3% | -101.6% | -16.4% |
| 3Y | +11.9% | +80.7% | -68.8% | -1.9% |
| All | -70.3% | +406.7% | -477.1% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling