-11.8%
PYPL vs BAH
-32.1%
+20.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | +1.7% | -4.3% | +6.1% | +2.6% |
| 30D | -9.7% | -4.5% | -5.3% | -9.1% |
| 3M | +29.2% | -7.6% | +36.8% | +30.4% |
| 6M | +13.9% | -10.6% | +24.5% | +15.4% |
| YTD | -8.1% | -12.6% | +4.5% | -6.5% |
| 1Y | -21.4% | -27.0% | +5.6% | -17.9% |
| 3Y | -11.8% | -31.5% | +19.7% | -13.3% |
| All | -11.8% | -32.1% | +20.3% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling