+65.8%
PYPL vs DECK
+631.3%
-565.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.0% | -2.6% | +1.6% |
| 7D | +6.5% | +10.4% | -3.9% | +3.3% |
| 30D | +10.6% | +11.1% | -0.5% | +7.1% |
| 3M | +3.1% | -10.8% | +13.9% | +6.3% |
| 6M | +20.2% | -8.7% | +28.9% | +22.4% |
| YTD | +4.0% | -14.0% | +18.1% | +6.8% |
| 1Y | -7.9% | +12.0% | -19.9% | -13.2% |
| 3Y | +8.5% | -10.5% | +19.0% | +2.0% |
| 5Y | -73.3% | +28.5% | -101.8% | -78.8% |
| 10Y | +48.8% | +923.3% | -874.4% | -29.5% |
| All | +65.8% | +631.3% | -565.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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