-11.8%
BA vs PYPL
+9.4%
-21.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | 0.0% | +1.0% | -0.9% | -0.2% |
| 30D | -8.9% | +5.9% | -14.8% | -10.3% |
| 3M | -25.5% | -0.2% | -25.3% | -25.9% |
| 6M | -27.0% | +30.3% | -57.3% | -32.7% |
| YTD | -20.1% | +1.6% | -21.7% | -21.7% |
| 1Y | -11.0% | -10.3% | -0.7% | -9.1% |
| 3Y | -11.8% | +8.5% | -20.4% | -17.2% |
| All | -11.8% | +9.4% | -21.2% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling