+8.4%
PYPL vs BAX
-18.2%
+26.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +3.8% | +3.4% | +0.4% | +2.8% |
| 3M | -1.3% | -4.5% | +3.2% | -0.5% |
| 6M | +29.0% | +44.0% | -15.0% | +18.3% |
| YTD | +0.7% | +34.9% | -34.1% | -7.4% |
| 1Y | -12.3% | +37.9% | -50.2% | -19.9% |
| All | +8.4% | -18.2% | +26.6% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling