+23.3%
BA vs PYPL
+48.4%
-25.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -7.1% | +5.7% | -12.8% | -9.1% |
| 3M | -25.5% | -1.9% | -23.6% | -25.6% |
| 6M | -28.7% | +31.8% | -60.5% | -36.8% |
| YTD | -21.0% | +2.4% | -23.4% | -24.4% |
| 1Y | -11.9% | -8.2% | -3.6% | -11.9% |
| 3Y | -16.2% | +10.2% | -26.4% | -25.6% |
| 5Y | -22.4% | -71.2% | +48.8% | +14.0% |
| All | +23.3% | +48.4% | -25.0% | -14.8% |
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