+31.8%
BA vs PYPL
+44.3%
-12.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.1% | +3.9% | -2.8% | -0.3% |
| 30D | -7.9% | +7.8% | -15.7% | -10.5% |
| 3M | -25.3% | -0.7% | -24.7% | -25.7% |
| 6M | -24.6% | +28.8% | -53.4% | -32.5% |
| YTD | -20.1% | +2.4% | -22.5% | -23.5% |
| 1Y | -11.8% | -9.6% | -2.2% | -11.3% |
| 3Y | -10.1% | +9.7% | -19.8% | -20.0% |
| 5Y | -22.7% | -73.5% | +50.7% | +17.2% |
| All | +31.8% | +44.3% | -12.5% | -6.0% |
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