+251.7%
BAC vs PYPL
+49.6%
+202.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.9% |
| 7D | +2.0% | +2.2% | -0.2% | +1.4% |
| 30D | -6.9% | +8.1% | -15.1% | -9.0% |
| 3M | -19.6% | +1.9% | -21.5% | -20.5% |
| 6M | -0.5% | +33.1% | -33.6% | -9.5% |
| YTD | -6.6% | +3.8% | -10.4% | -9.9% |
| 1Y | -3.0% | -8.3% | +5.4% | -2.9% |
| 3Y | +97.3% | +11.9% | +85.4% | +80.3% |
| 5Y | +21.9% | -70.4% | +92.3% | +58.6% |
| 10Y | +251.7% | +47.2% | +204.5% | +165.4% |
| All | +251.7% | +49.6% | +202.1% | +165.4% |
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 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