+492.8%
DHR vs PYPL
+46.2%
+446.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.8% |
| 7D | -3.9% | +2.7% | -6.6% | -4.6% |
| 30D | +4.0% | -4.9% | +8.9% | +5.0% |
| 3M | +11.5% | +28.9% | -17.4% | +3.2% |
| 6M | +1.9% | +18.2% | -16.4% | -3.7% |
| YTD | -8.9% | -5.0% | -3.9% | -9.3% |
| 1Y | +5.1% | -18.8% | +23.9% | +8.5% |
| 3Y | -10.3% | -12.6% | +2.3% | -12.1% |
| 5Y | -27.8% | -80.8% | +53.0% | +3.9% |
| 10Y | +203.6% | +49.9% | +153.7% | +136.1% |
| All | +492.8% | +46.2% | +446.5% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling