+370.9%
BAC vs PYPL
+46.2%
+324.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +0.8% |
| 7D | +1.1% | +2.7% | -1.6% | +0.2% |
| 30D | -0.4% | -4.9% | +4.5% | +0.5% |
| 3M | +16.9% | +28.9% | -12.0% | +7.0% |
| 6M | +26.6% | +18.2% | +8.4% | +18.4% |
| YTD | +15.8% | -5.0% | +20.8% | +14.4% |
| 1Y | +27.2% | -18.8% | +46.0% | +31.4% |
| 3Y | +132.4% | -12.6% | +145.0% | +128.0% |
| 5Y | +72.6% | -80.8% | +153.4% | +163.5% |
| 10Y | +389.7% | +49.9% | +339.8% | +183.7% |
| All | +370.9% | +46.2% | +324.6% | +167.5% |
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