-20.4%
BA vs PYPL
-71.1%
+50.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -1.4% | -1.2% | -0.2% | -1.0% |
| 30D | -7.9% | +6.1% | -14.0% | -9.6% |
| 3M | -25.2% | +1.1% | -26.2% | -25.9% |
| 6M | -26.7% | +32.7% | -59.5% | -33.7% |
| YTD | -19.6% | +2.8% | -22.4% | -22.2% |
| 1Y | -10.6% | -10.8% | +0.2% | -9.4% |
| 3Y | -11.2% | +9.8% | -21.1% | -19.1% |
| 5Y | -20.4% | -70.2% | +49.8% | +6.0% |
| All | -20.4% | -71.1% | +50.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling