-21.6%
PYPL vs DBX
+15.6%
-37.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +0.1% | -3.3% | +3.3% | +1.3% |
| 30D | +5.7% | -5.9% | +11.5% | +8.1% |
| 3M | -1.9% | -6.7% | +4.8% | +0.2% |
| 6M | +31.8% | +28.0% | +3.8% | +16.7% |
| YTD | +2.4% | +20.6% | -18.2% | -8.1% |
| 1Y | -8.2% | +10.3% | -18.5% | -14.6% |
| 3Y | +10.2% | +24.0% | -13.8% | -6.9% |
| 5Y | -71.2% | +24.2% | -95.5% | -76.0% |
| All | -21.6% | +15.6% | -37.2% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling