+39.0%
PYPL vs BAX
-37.2%
+76.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.5% |
| 7D | -5.9% | -5.4% | -0.5% | -4.0% |
| 30D | -9.4% | -12.4% | +3.0% | -4.9% |
| 3M | +31.3% | +19.1% | +12.2% | +22.0% |
| 6M | +19.1% | +38.6% | -19.5% | +3.6% |
| YTD | -7.9% | +26.7% | -34.6% | -18.3% |
| 1Y | -17.9% | +1.0% | -18.9% | -20.8% |
| 3Y | -11.6% | -33.9% | +22.3% | -2.5% |
| 5Y | -81.0% | -67.0% | -14.0% | -70.6% |
| All | +39.0% | -37.2% | +76.2% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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