+26.6%
BA vs PYPL
+41.9%
-15.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.4% |
| 7D | 0.0% | +1.0% | -0.9% | -0.3% |
| 30D | -8.9% | +5.9% | -14.8% | -10.9% |
| 3M | -25.5% | -0.2% | -25.3% | -26.0% |
| 6M | -27.0% | +30.3% | -57.3% | -34.9% |
| YTD | -20.1% | +1.6% | -21.7% | -23.3% |
| 1Y | -11.0% | -10.3% | -0.7% | -10.3% |
| 3Y | -11.8% | +8.5% | -20.4% | -21.3% |
| 5Y | -20.6% | -71.0% | +50.3% | +15.8% |
| 10Y | +26.6% | +46.9% | -20.3% | -10.8% |
| All | +26.6% | +41.9% | -15.2% | -10.8% |
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