+65.4%
PYPL vs PBF
+222.5%
-157.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | +1.0% |
| 7D | +2.2% | -7.4% | +9.5% | +2.9% |
| 30D | +8.1% | -17.5% | +25.6% | +9.9% |
| 3M | +1.9% | +13.1% | -11.2% | -0.1% |
| 6M | +33.1% | +72.6% | -39.5% | +23.8% |
| YTD | +3.8% | +161.2% | -157.4% | -9.3% |
| 1Y | -8.3% | +93.3% | -101.6% | -17.2% |
| 3Y | +11.9% | +80.7% | -68.8% | -1.4% |
| 5Y | -70.4% | +396.1% | -466.5% | -77.6% |
| 10Y | +47.2% | +252.3% | -205.1% | +1.9% |
| All | +65.4% | +222.5% | -157.1% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling