-80.6%
PYPL vs PBR
+552.2%
-632.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -2.3% | +5.4% | -7.6% | -3.0% |
| 30D | -9.0% | +22.9% | -31.9% | -11.7% |
| 3M | +30.6% | +19.6% | +10.9% | +27.0% |
| 6M | +18.6% | +16.5% | +2.1% | +15.4% |
| YTD | -7.2% | +86.7% | -93.8% | -16.5% |
| 1Y | -19.3% | +74.7% | -94.0% | -26.7% |
| 3Y | -12.3% | +102.6% | -114.9% | -23.1% |
| All | -80.6% | +552.2% | -632.8% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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