-73.9%
PYPL vs BAH
+8.3%
-82.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.4% |
| 7D | +3.9% | -3.5% | +7.5% | +4.6% |
| 30D | +7.8% | +24.3% | -16.4% | +2.7% |
| 3M | -0.7% | +16.3% | -17.0% | -4.2% |
| 6M | +28.8% | +13.6% | +15.2% | +24.2% |
| YTD | +2.4% | +3.5% | -1.1% | +0.4% |
| 1Y | -9.6% | +2.7% | -12.3% | -11.4% |
| 3Y | +9.7% | -26.6% | +36.2% | +10.2% |
| All | -73.9% | +8.3% | -82.2% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling