+72.3%
BA vs PYPL
+39.1%
+33.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.5% |
| 7D | +2.5% | +1.7% | +0.7% | +1.7% |
| 30D | -10.1% | -9.7% | -0.4% | -7.3% |
| 3M | -2.4% | +29.2% | -31.6% | -12.6% |
| 6M | -8.8% | +13.9% | -22.7% | -14.7% |
| YTD | -2.9% | -8.1% | +5.2% | -3.1% |
| 1Y | -8.8% | -21.4% | +12.6% | -3.7% |
| 3Y | -0.3% | -11.8% | +11.6% | -3.4% |
| 5Y | -0.3% | -81.1% | +80.8% | +73.4% |
| 10Y | +72.3% | +36.9% | +35.4% | +33.2% |
| All | +72.3% | +39.1% | +33.2% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PYPL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling