+47.2%
PYPL vs BAH
+218.8%
-171.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | +2.2% | -1.5% | +3.7% | +2.6% |
| 30D | +8.1% | +17.3% | -9.1% | +2.4% |
| 3M | +1.9% | +14.9% | -13.0% | -3.2% |
| 6M | +33.1% | +14.2% | +18.9% | +25.7% |
| YTD | +3.8% | +5.1% | -1.4% | -0.1% |
| 1Y | -8.3% | +2.1% | -10.4% | -11.1% |
| 3Y | +11.9% | -26.0% | +37.9% | +14.6% |
| 5Y | -70.4% | +9.0% | -79.4% | -75.2% |
| 10Y | +47.2% | +208.8% | -161.6% | -13.5% |
| All | +47.2% | +218.8% | -171.6% | -13.5% |
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