-81.1%
PYPL vs DD
+61.7%
-142.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +1.7% | -0.6% | +2.3% | +2.0% |
| 30D | -9.7% | -7.4% | -2.3% | -6.4% |
| 3M | +29.2% | -6.4% | +35.6% | +32.9% |
| 6M | +13.9% | -2.5% | +16.3% | +13.1% |
| YTD | -8.1% | +10.2% | -18.3% | -15.6% |
| 1Y | -21.4% | +36.9% | -58.3% | -36.4% |
| 3Y | -11.8% | +47.0% | -58.8% | -34.0% |
| 5Y | -81.1% | +63.1% | -144.3% | -87.3% |
| All | -81.1% | +61.7% | -142.9% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling