+28.1%
BA vs PYPL
+49.6%
-21.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -1.7% | +2.2% | -3.9% | -2.5% |
| 30D | -9.5% | +8.1% | -17.6% | -12.1% |
| 3M | -26.5% | +1.9% | -28.4% | -27.5% |
| 6M | -27.4% | +33.1% | -60.5% | -35.8% |
| YTD | -20.6% | +3.8% | -24.4% | -24.3% |
| 1Y | -11.4% | -8.3% | -3.1% | -11.4% |
| 3Y | -10.8% | +11.9% | -22.7% | -21.2% |
| 5Y | -21.9% | -70.4% | +48.5% | +13.2% |
| 10Y | +28.1% | +47.2% | -19.0% | -9.3% |
| All | +28.1% | +49.6% | -21.4% | -9.3% |
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