+277.1%
DIA vs PYPL
+46.2%
+230.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.2% |
| 7D | -0.2% | +2.7% | -2.9% | -0.9% |
| 30D | -1.5% | -4.9% | +3.4% | -0.7% |
| 3M | +3.8% | +28.9% | -25.1% | -3.5% |
| 6M | +10.3% | +18.2% | -8.0% | +4.4% |
| YTD | +12.1% | -5.0% | +17.1% | +11.2% |
| 1Y | +18.6% | -18.8% | +37.5% | +22.1% |
| 3Y | +60.6% | -12.6% | +73.2% | +57.6% |
| 5Y | +64.4% | -80.8% | +145.2% | +137.1% |
| 10Y | +250.1% | +49.9% | +200.2% | +146.5% |
| All | +277.1% | +46.2% | +230.9% | +160.0% |
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