-69.9%
PYPL vs DFNS
-99.9%
+30.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.2% |
| 7D | +1.7% | +0.8% | +0.9% | +1.7% |
| 30D | -9.7% | -73.2% | +63.5% | -9.8% |
| 3M | +29.2% | -72.4% | +101.7% | +29.5% |
| 6M | +13.9% | -95.2% | +109.1% | +14.0% |
| YTD | -8.1% | -98.0% | +89.9% | -8.1% |
| 1Y | -21.4% | -98.3% | +76.9% | -21.4% |
| 3Y | -11.8% | -99.9% | +88.1% | -14.5% |
| 5Y | -81.1% | -99.9% | +18.7% | -81.4% |
| All | -69.9% | -99.9% | +30.0% | -68.7% |
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