-67.0%
PYPL vs DFNS
-100.0%
+33.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -19.4% | +17.4% | -2.0% |
| 7D | -1.1% | -12.7% | +11.5% | -1.1% |
| 30D | +3.8% | -65.2% | +69.0% | +3.7% |
| 3M | -1.3% | -94.6% | +93.3% | -1.4% |
| 6M | +29.0% | -96.2% | +125.3% | +29.2% |
| YTD | +0.7% | -99.6% | +100.3% | +0.6% |
| 1Y | -12.3% | -99.7% | +87.4% | -12.4% |
| 3Y | +7.6% | -100.0% | +107.6% | +4.3% |
| 5Y | -71.7% | -100.0% | +28.3% | -72.1% |
| All | -67.0% | -100.0% | +33.0% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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