+51.4%
PYPL vs DECK
+604.2%
-552.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.5% |
| 7D | +2.7% | -2.2% | +4.9% | +3.3% |
| 30D | -4.9% | -13.6% | +8.7% | -0.8% |
| 3M | +28.9% | -21.2% | +50.1% | +38.0% |
| 6M | +18.2% | -21.1% | +39.3% | +25.7% |
| YTD | -5.0% | -17.2% | +12.2% | -1.3% |
| 1Y | -18.8% | -30.7% | +11.9% | -11.6% |
| 3Y | -12.6% | -3.4% | -9.2% | -20.5% |
| 5Y | -80.8% | +25.5% | -106.3% | -84.7% |
| 10Y | +49.9% | +714.7% | -664.7% | -24.6% |
| All | +51.4% | +604.2% | -552.8% | -14.9% |
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