+59.9%
DIA vs PYPL
-12.7%
+72.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.6% |
| 7D | +0.1% | +1.7% | -1.7% | -0.3% |
| 30D | -2.1% | -9.7% | +7.7% | -0.6% |
| 3M | +4.2% | +29.2% | -25.1% | -1.4% |
| 6M | +11.9% | +13.9% | -2.0% | +8.2% |
| YTD | +10.8% | -8.1% | +18.9% | +11.4% |
| 1Y | +17.5% | -21.4% | +38.9% | +21.8% |
| 3Y | +59.9% | -11.8% | +71.8% | +58.3% |
| All | +59.9% | -12.7% | +72.6% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling