+73.6%
BA vs PYPL
+43.8%
+29.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +1.9% |
| 7D | +1.2% | +2.7% | -1.5% | +0.1% |
| 30D | -11.6% | -4.9% | -6.7% | -10.6% |
| 3M | -2.4% | +28.9% | -31.3% | -12.5% |
| 6M | -6.6% | +18.2% | -24.9% | -13.9% |
| YTD | -2.2% | -5.0% | +2.8% | -3.5% |
| 1Y | -8.0% | -18.8% | +10.8% | -4.0% |
| 3Y | -5.0% | -12.6% | +7.6% | -7.5% |
| 5Y | -2.7% | -80.8% | +78.1% | +68.3% |
| All | +73.6% | +43.8% | +29.8% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling