-14.3%
PYPL vs BIYA
-99.9%
+85.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.2% | +1.2% |
| 7D | -1.2% | +2.5% | -3.7% | -1.2% |
| 30D | +6.1% | -22.3% | +28.4% | +6.1% |
| 3M | +1.1% | -54.8% | +55.9% | +0.9% |
| 6M | +32.7% | -86.5% | +119.2% | +33.2% |
| YTD | +2.8% | -96.8% | +99.6% | +4.2% |
| 1Y | -10.8% | -98.6% | +87.9% | -8.1% |
| All | -14.3% | -99.9% | +85.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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