+40.1%
PYPL vs DE
+863.9%
-823.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.3% | -2.6% | +0.3% | -1.2% |
| 30D | -9.0% | +9.0% | -18.1% | -12.4% |
| 3M | +30.6% | +19.1% | +11.4% | +20.7% |
| 6M | +18.6% | +14.4% | +4.2% | +10.6% |
| YTD | -7.2% | +45.9% | -53.1% | -23.2% |
| 1Y | -19.3% | +43.6% | -62.9% | -32.9% |
| 3Y | -12.3% | +75.9% | -88.2% | -34.4% |
| 5Y | -80.9% | +98.8% | -179.7% | -86.8% |
| All | +40.1% | +863.9% | -823.8% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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