+51.4%
PYPL vs DD
+87.0%
-35.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | +2.7% | -3.5% | +6.2% | +4.2% |
| 30D | -4.9% | -10.3% | +5.4% | -0.4% |
| 3M | +28.9% | -7.5% | +36.4% | +32.9% |
| 6M | +18.2% | -8.0% | +26.2% | +20.8% |
| YTD | -5.0% | +10.5% | -15.5% | -11.2% |
| 1Y | -18.8% | +38.3% | -57.1% | -31.8% |
| 3Y | -12.6% | +42.5% | -55.1% | -29.1% |
| 5Y | -80.8% | +60.2% | -141.0% | -85.4% |
| 10Y | +49.9% | +68.9% | -18.9% | -2.5% |
| All | +51.4% | +87.0% | -35.6% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling