+38.6%
BA vs PYPL
+56.9%
-18.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -1.8% |
| 7D | -0.1% | +3.5% | -3.6% | -1.3% |
| 30D | -9.1% | +8.0% | -17.1% | -11.7% |
| 3M | -28.2% | +2.0% | -30.2% | -29.3% |
| 6M | -23.1% | +27.6% | -50.7% | -30.8% |
| YTD | -20.6% | +1.9% | -22.4% | -23.7% |
| 1Y | -12.7% | -12.4% | -0.3% | -11.2% |
| 3Y | -11.6% | +6.3% | -17.8% | -20.0% |
| 5Y | -23.1% | -73.6% | +50.4% | +14.5% |
| 10Y | +34.4% | +45.8% | -11.4% | -6.2% |
| All | +38.6% | +56.9% | -18.3% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling