+65.4%
PYPL vs DD
+120.5%
-55.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.9% | -4.5% | -1.1% |
| 7D | +2.2% | +9.8% | -7.6% | -2.1% |
| 30D | +8.1% | +19.3% | -11.2% | 0.0% |
| 3M | +1.9% | +9.4% | -7.5% | -2.3% |
| 6M | +33.1% | +4.8% | +28.3% | +29.4% |
| YTD | +3.8% | +30.2% | -26.5% | -10.0% |
| 1Y | -8.3% | +32.2% | -40.5% | -21.0% |
| 3Y | +11.9% | +93.1% | -81.2% | -20.7% |
| 5Y | -70.4% | +68.0% | -138.4% | -78.1% |
| 10Y | +47.2% | +98.5% | -51.3% | -11.0% |
| All | +65.4% | +120.5% | -55.1% | -5.5% |
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