+22.6%
BAC vs PYPL
-71.8%
+94.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | +3.2% | +0.1% | +3.2% | +3.2% |
| 30D | -0.7% | +5.7% | -6.4% | -2.1% |
| 3M | -20.0% | -1.9% | -18.1% | -20.0% |
| 6M | +3.4% | +31.8% | -28.4% | -4.6% |
| YTD | -5.7% | +2.4% | -8.2% | -8.2% |
| 1Y | -1.4% | -8.2% | +6.8% | -1.0% |
| 3Y | +97.9% | +10.2% | +87.7% | +84.3% |
| All | +22.6% | -71.8% | +94.3% | +43.9% |
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