+51.4%
PYPL vs DE
+773.4%
-722.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +2.7% | +10.0% | -7.4% | -1.2% |
| 30D | -4.9% | +13.3% | -18.2% | -9.9% |
| 3M | +28.9% | +17.5% | +11.4% | +19.9% |
| 6M | +18.2% | +13.6% | +4.7% | +10.6% |
| YTD | -5.0% | +49.8% | -54.8% | -22.1% |
| 1Y | -18.8% | +47.9% | -66.7% | -33.2% |
| 3Y | -12.6% | +72.5% | -85.1% | -33.8% |
| 5Y | -80.8% | +90.2% | -171.0% | -86.4% |
| 10Y | +49.9% | +865.4% | -815.5% | -49.1% |
| All | +51.4% | +773.4% | -722.0% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling