-8.6%
DDOG vs PYPL
-71.4%
+62.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.4% |
| 7D | -16.9% | +2.2% | -19.0% | -18.0% |
| 30D | -38.8% | +8.1% | -46.9% | -41.6% |
| 3M | -23.2% | +1.9% | -25.1% | -25.2% |
| 6M | -10.3% | +33.1% | -43.4% | -26.1% |
| YTD | +32.1% | +3.8% | +28.3% | +23.0% |
| 1Y | -6.1% | -8.3% | +2.2% | -6.0% |
| 3Y | +79.2% | +11.9% | +67.3% | +40.5% |
| 5Y | -8.6% | -70.4% | +61.8% | +55.5% |
| All | -8.6% | -71.4% | +62.8% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 5y: compounded portfolio wealth divided by compounded PYPL 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…
5y analysis · Full analysis span regression · 6 months rolling