+36.6%
DIS vs PYPL
+49.6%
-12.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.6% |
| 7D | +5.3% | +2.2% | +3.2% | +4.7% |
| 30D | +10.2% | +8.1% | +2.1% | +7.7% |
| 3M | +13.5% | +1.9% | +11.6% | +12.3% |
| 6M | +11.1% | +33.1% | -22.0% | +0.7% |
| YTD | +5.5% | +3.8% | +1.7% | +1.9% |
| 1Y | +9.1% | -8.3% | +17.4% | +9.6% |
| 3Y | +36.0% | +11.9% | +24.1% | +23.2% |
| 5Y | -29.8% | -70.4% | +40.6% | -7.9% |
| 10Y | +36.6% | +47.2% | -10.6% | +17.5% |
| All | +36.6% | +49.6% | -12.9% | +17.5% |
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