-22.9%
PYPL vs DBX
+15.6%
-38.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.4% |
| 7D | -1.1% | -6.3% | +5.2% | +1.4% |
| 30D | +3.8% | -5.9% | +9.7% | +6.2% |
| 3M | -1.3% | -0.4% | -0.9% | -2.0% |
| 6M | +29.0% | +29.8% | -0.8% | +13.5% |
| YTD | +0.7% | +20.5% | -19.8% | -9.6% |
| 1Y | -12.3% | +8.7% | -20.9% | -17.8% |
| 3Y | +7.6% | +25.9% | -18.3% | -9.7% |
| 5Y | -71.7% | +24.2% | -95.9% | -76.3% |
| All | -22.9% | +15.6% | -38.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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