+51.4%
PYPL vs BAX
-19.9%
+71.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.4% |
| 7D | +2.7% | -1.1% | +3.8% | +3.1% |
| 30D | -4.9% | -5.5% | +0.6% | -2.9% |
| 3M | +28.9% | +33.5% | -4.7% | +14.1% |
| 6M | +18.2% | +35.9% | -17.6% | +3.0% |
| YTD | -5.0% | +35.4% | -40.4% | -18.4% |
| 1Y | -18.8% | +9.8% | -28.6% | -24.5% |
| 3Y | -12.6% | -32.7% | +20.1% | -3.5% |
| 5Y | -80.8% | -65.6% | -15.2% | -70.3% |
| 10Y | +49.9% | -34.9% | +84.8% | +54.1% |
| All | +51.4% | -19.9% | +71.2% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling