+39.0%
PYPL vs DD
+67.0%
-28.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -5.9% | -2.9% | -3.0% | -4.8% |
| 30D | -9.4% | -11.5% | +2.1% | -4.5% |
| 3M | +31.3% | -5.4% | +36.7% | +34.1% |
| 6M | +19.1% | -6.9% | +26.0% | +21.1% |
| YTD | -7.9% | +6.9% | -14.8% | -12.8% |
| 1Y | -17.9% | +35.6% | -53.5% | -30.6% |
| 3Y | -11.6% | +42.5% | -54.1% | -28.6% |
| 5Y | -81.0% | +58.5% | -139.5% | -85.6% |
| All | +39.0% | +67.0% | -28.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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