-29.2%
PYPL vs BAM
+78.0%
-107.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.4% |
| 7D | +2.7% | -2.0% | +4.6% | +3.8% |
| 30D | -4.9% | -2.9% | -2.0% | -3.6% |
| 3M | +28.9% | +9.4% | +19.5% | +21.8% |
| 6M | +18.2% | +10.8% | +7.5% | +10.4% |
| YTD | -5.0% | -0.4% | -4.6% | -5.6% |
| 1Y | -18.8% | -10.9% | -8.0% | -14.3% |
| 3Y | -12.6% | +61.3% | -73.8% | -33.6% |
| All | -29.2% | +78.0% | -107.2% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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