+63.8%
PYPL vs DAR
+275.7%
-211.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | -0.1% |
| 7D | -1.2% | +3.6% | -4.8% | -2.1% |
| 30D | +6.1% | -11.3% | +17.4% | +9.1% |
| 3M | +1.1% | -13.1% | +14.2% | +3.9% |
| 6M | +32.7% | -15.1% | +47.8% | +36.6% |
| YTD | +2.8% | +50.5% | -47.7% | -10.5% |
| 1Y | -10.8% | +57.9% | -68.7% | -23.4% |
| 3Y | +9.8% | +28.9% | -19.1% | -4.1% |
| 5Y | -70.2% | -31.4% | -38.8% | -69.7% |
| 10Y | +50.1% | +301.0% | -251.0% | -9.5% |
| All | +63.8% | +275.7% | -211.9% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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