+271.3%
BAC vs PYPL
+57.6%
+213.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.2% | +3.9% | -5.1% | -2.3% |
| 30D | -7.7% | +7.8% | -15.5% | -9.7% |
| 3M | -21.2% | -0.7% | -20.5% | -21.5% |
| 6M | -6.8% | +28.8% | -35.6% | -14.8% |
| YTD | -8.7% | +2.4% | -11.1% | -11.8% |
| 1Y | -5.3% | -9.6% | +4.3% | -4.9% |
| 3Y | +87.4% | +9.7% | +77.8% | +71.4% |
| 5Y | +18.9% | -73.5% | +92.4% | +62.7% |
| 10Y | +273.3% | +46.5% | +226.8% | +122.9% |
| All | +271.3% | +57.6% | +213.6% | +106.1% |
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