+63.8%
PYPL vs DD
+121.1%
-57.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -1.2% | +3.2% | -4.4% | -2.6% |
| 30D | +6.1% | +20.3% | -14.2% | -2.2% |
| 3M | +1.1% | +8.2% | -7.1% | -2.7% |
| 6M | +32.7% | +3.4% | +29.3% | +29.8% |
| YTD | +2.8% | +30.6% | -27.9% | -10.9% |
| 1Y | -10.8% | +30.6% | -41.4% | -22.7% |
| 3Y | +9.8% | +91.1% | -81.3% | -21.8% |
| 5Y | -70.2% | +68.6% | -138.8% | -77.9% |
| 10Y | +50.1% | +99.9% | -49.8% | -9.5% |
| All | +63.8% | +121.1% | -57.3% | -6.5% |
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