+47.2%
PYPL vs DAL
+136.2%
-89.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | -0.2% |
| 7D | +2.2% | +10.0% | -7.9% | -0.7% |
| 30D | +8.1% | +12.0% | -3.9% | +4.4% |
| 3M | +1.9% | +0.8% | +1.1% | +1.4% |
| 6M | +33.1% | +26.2% | +6.9% | +23.3% |
| YTD | +3.8% | +33.7% | -29.9% | -6.7% |
| 1Y | -8.3% | +57.6% | -65.9% | -21.7% |
| 3Y | +11.9% | +183.5% | -171.6% | -22.9% |
| 5Y | -70.4% | +114.2% | -184.6% | -78.5% |
| 10Y | +47.2% | +128.1% | -81.0% | +6.4% |
| All | +47.2% | +136.2% | -89.1% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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