+237.1%
DIA vs PYPL
+47.5%
+189.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | +1.3% | +6.1% | -4.8% | -0.2% |
| 3M | -2.1% | +1.1% | -3.1% | -2.7% |
| 6M | +6.2% | +32.7% | -26.5% | -1.9% |
| YTD | +10.3% | +2.8% | +7.6% | +7.4% |
| 1Y | +11.0% | -10.8% | +21.8% | +12.0% |
| 3Y | +60.4% | +9.8% | +50.6% | +48.4% |
| 5Y | +59.1% | -70.2% | +129.3% | +102.3% |
| 10Y | +237.1% | +50.1% | +187.0% | +150.6% |
| All | +237.1% | +47.5% | +189.5% | +150.6% |
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