+391.8%
BAC vs PYPL
+39.1%
+352.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | +0.4% |
| 7D | +1.2% | +1.7% | -0.6% | +0.6% |
| 30D | -0.7% | -9.7% | +9.0% | +1.6% |
| 3M | +16.9% | +29.2% | -12.3% | +7.4% |
| 6M | +29.6% | +13.9% | +15.7% | +22.9% |
| YTD | +15.3% | -8.1% | +23.4% | +15.1% |
| 1Y | +28.8% | -21.4% | +50.2% | +34.1% |
| 3Y | +136.4% | -11.8% | +148.2% | +131.6% |
| 5Y | +72.9% | -81.1% | +154.1% | +157.6% |
| 10Y | +391.8% | +36.9% | +354.8% | +283.3% |
| All | +391.8% | +39.1% | +352.6% | +283.3% |
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