-16.0%
PYPL vs BIYA
-99.9%
+83.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -1.1% | +10.0% | -11.1% | -1.1% |
| 30D | +3.8% | -17.7% | +21.5% | +3.8% |
| 3M | -1.3% | -55.0% | +53.7% | -1.4% |
| 6M | +29.0% | -85.1% | +114.2% | +29.4% |
| YTD | +0.7% | -96.9% | +97.6% | +2.2% |
| 1Y | -12.3% | -98.5% | +86.2% | -9.8% |
| All | -16.0% | -99.9% | +83.9% | -11.3% |
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