-31.9%
DIS vs PYPL
-73.7%
+41.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +5.2% | +3.9% | +1.3% | +4.1% |
| 30D | +11.5% | +7.8% | +3.6% | +9.0% |
| 3M | +11.5% | -0.7% | +12.2% | +11.2% |
| 6M | +8.9% | +28.8% | -19.9% | -0.1% |
| YTD | +3.4% | +2.4% | +1.0% | +0.5% |
| 1Y | +7.2% | -9.6% | +16.8% | +8.4% |
| 3Y | +43.3% | +9.7% | +33.6% | +30.2% |
| All | -31.9% | -73.7% | +41.8% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling