+38.8%
PYPL vs BAH
+186.6%
-147.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -4.3% | -1.3% | -3.0% | -3.9% |
| 30D | -11.5% | -6.6% | -4.8% | -9.6% |
| 3M | +26.1% | -7.2% | +33.3% | +28.3% |
| 6M | +13.7% | -10.0% | +23.7% | +16.3% |
| YTD | -9.8% | -12.5% | +2.6% | -7.5% |
| 1Y | -22.1% | -27.9% | +5.9% | -15.0% |
| 3Y | -13.5% | -31.4% | +17.9% | -9.9% |
| 5Y | -81.6% | -3.2% | -78.4% | -84.1% |
| 10Y | +38.8% | +191.5% | -152.7% | -12.6% |
| All | +38.8% | +186.6% | -147.9% | -12.6% |
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