-11.8%
PYPL vs BAX
-32.5%
+20.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.5% | -2.4% |
| 7D | +1.7% | -2.4% | +4.2% | +2.3% |
| 30D | -9.7% | -9.7% | 0.0% | -7.7% |
| 3M | +29.2% | +29.3% | -0.1% | +21.7% |
| 6M | +13.9% | +40.7% | -26.8% | +4.9% |
| YTD | -8.1% | +30.3% | -38.4% | -14.6% |
| 1Y | -21.4% | +3.4% | -24.8% | -23.3% |
| 3Y | -11.8% | -32.0% | +20.2% | -9.1% |
| All | -11.8% | -32.5% | +20.7% | -9.1% |
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 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