+51.9%
PYPL vs BAH
+197.5%
-145.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -1.1% | -3.2% | +2.1% | -0.1% |
| 30D | +3.8% | +19.5% | -15.7% | -2.3% |
| 3M | -1.3% | +11.1% | -12.4% | -5.2% |
| 6M | +29.0% | +16.3% | +12.7% | +21.1% |
| YTD | +0.7% | +4.8% | -4.1% | -3.0% |
| 1Y | -12.3% | +4.9% | -17.2% | -15.8% |
| 3Y | +7.6% | -27.0% | +34.7% | +10.9% |
| 5Y | -71.7% | +5.7% | -77.4% | -76.0% |
| All | +51.9% | +197.5% | -145.6% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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