+0.1%
DIS vs PYPL
+46.2%
-46.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.8% |
| 7D | -2.6% | +2.7% | -5.3% | -3.4% |
| 30D | +3.5% | -4.9% | +8.4% | +4.6% |
| 3M | +6.8% | +28.9% | -22.1% | -2.1% |
| 6M | +3.0% | +18.2% | -15.3% | -3.4% |
| YTD | -6.7% | -5.0% | -1.7% | -7.4% |
| 1Y | -10.1% | -18.8% | +8.7% | -6.7% |
| 3Y | +33.0% | -12.6% | +45.6% | +30.4% |
| 5Y | -40.0% | -80.8% | +40.8% | -11.0% |
| 10Y | +21.1% | +49.9% | -28.9% | -8.3% |
| All | +0.1% | +46.2% | -46.1% | -25.3% |
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 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