+51.4%
PYPL vs BAH
+254.5%
-203.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.5% |
| 7D | +2.7% | -3.2% | +5.9% | +3.8% |
| 30D | -4.9% | +2.0% | -6.9% | -5.7% |
| 3M | +28.9% | -7.6% | +36.5% | +31.4% |
| 6M | +18.2% | -5.7% | +23.9% | +19.1% |
| YTD | -5.0% | -11.7% | +6.7% | -2.7% |
| 1Y | -18.8% | -27.4% | +8.5% | -11.5% |
| 3Y | -12.6% | -32.5% | +20.0% | -7.9% |
| 5Y | -80.8% | -3.3% | -77.4% | -83.3% |
| 10Y | +49.9% | +186.0% | -136.1% | -18.5% |
| All | +51.4% | +254.5% | -203.1% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling