+50.1%
PYPL vs BAX
-35.7%
+85.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | +6.1% | +6.3% | -0.2% | +3.4% |
| 3M | +1.1% | -4.6% | +5.6% | +2.3% |
| 6M | +32.7% | +50.4% | -17.7% | +12.1% |
| YTD | +2.8% | +38.0% | -35.2% | -12.1% |
| 1Y | -10.8% | +44.6% | -55.4% | -25.3% |
| 3Y | +9.8% | -15.1% | +25.0% | +8.3% |
| 5Y | -70.2% | -63.3% | -6.9% | -55.8% |
| 10Y | +50.1% | -34.4% | +84.4% | +72.7% |
| All | +50.1% | -35.7% | +85.8% | +72.7% |
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