+3,922.7%
DELL vs PYPL
+43.2%
+3,879.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -6.0% |
| 7D | -1.9% | -5.9% | +4.1% | -0.1% |
| 30D | +14.9% | -9.4% | +24.3% | +18.2% |
| 3M | +37.2% | +31.3% | +5.9% | +22.4% |
| 6M | +254.0% | +19.1% | +234.9% | +225.4% |
| YTD | +306.1% | -7.9% | +314.0% | +303.9% |
| 1Y | +312.3% | -17.9% | +330.2% | +325.7% |
| 3Y | +654.0% | -11.6% | +665.6% | +638.9% |
| 5Y | +1,055.3% | -81.0% | +1,136.4% | +1,766.4% |
| All | +3,922.7% | +43.2% | +3,879.5% | +2,982.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling