+203.8%
DHR vs PYPL
+44.3%
+159.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -3.6% | -2.3% | -1.4% | -3.1% |
| 30D | -2.7% | -9.0% | +6.3% | -0.6% |
| 3M | +10.9% | +30.6% | -19.7% | +2.1% |
| 6M | +3.0% | +18.6% | -15.5% | -2.8% |
| YTD | -12.2% | -7.2% | -5.0% | -12.1% |
| 1Y | +3.3% | -19.3% | +22.6% | +6.8% |
| 3Y | -8.2% | -12.3% | +4.1% | -10.4% |
| 5Y | -29.9% | -80.9% | +51.0% | +2.3% |
| All | +203.8% | +44.3% | +159.5% | +148.5% |
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