+46.5%
PYPL vs PBR
+800.1%
-753.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.8% | -3.8% |
| 7D | +1.7% | +2.5% | -0.7% | +1.3% |
| 30D | -9.7% | +19.4% | -29.1% | -12.6% |
| 3M | +29.2% | +20.8% | +8.4% | +24.6% |
| 6M | +13.9% | +23.5% | -9.6% | +8.9% |
| YTD | -8.1% | +83.4% | -91.5% | -18.3% |
| 1Y | -21.4% | +77.6% | -98.9% | -29.9% |
| 3Y | -11.8% | +99.9% | -111.7% | -23.9% |
| 5Y | -81.1% | +567.7% | -648.9% | -87.4% |
| 10Y | +36.9% | +621.5% | -584.6% | -19.0% |
| All | +46.5% | +800.1% | -753.6% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling