+51.4%
PYPL vs D
+57.3%
-5.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +2.7% | +1.5% | +1.2% | +2.2% |
| 30D | -4.9% | -2.6% | -2.3% | -4.0% |
| 3M | +28.9% | 0.0% | +28.9% | +28.9% |
| 6M | +18.2% | +7.4% | +10.9% | +14.8% |
| YTD | -5.0% | +15.9% | -20.9% | -10.8% |
| 1Y | -18.8% | +18.1% | -36.9% | -24.5% |
| 3Y | -12.6% | +58.4% | -71.0% | -28.5% |
| 5Y | -80.8% | +5.2% | -86.0% | -81.9% |
| 10Y | +49.9% | +35.9% | +14.1% | +27.5% |
| All | +51.4% | +57.3% | -5.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling