+47.2%
PYPL vs D
+42.1%
+5.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | +8.1% | +10.7% | -2.6% | +4.3% |
| 3M | +1.9% | +2.3% | -0.4% | +1.1% |
| 6M | +33.1% | +12.5% | +20.6% | +27.3% |
| YTD | +3.8% | +20.1% | -16.3% | -3.8% |
| 1Y | -8.3% | +15.6% | -23.9% | -13.9% |
| 3Y | +11.9% | +75.2% | -63.3% | -11.9% |
| 5Y | -70.4% | +14.6% | -85.0% | -73.0% |
| 10Y | +47.2% | +43.8% | +3.4% | +24.1% |
| All | +47.2% | +42.1% | +5.0% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling