-73.9%
PYPL vs DFNS
-100.0%
+26.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.2% | +12.7% | +0.5% |
| 7D | +3.9% | -44.0% | +47.9% | +3.9% |
| 30D | +7.8% | -69.1% | +76.9% | +7.7% |
| 3M | -0.7% | -95.6% | +95.0% | -0.8% |
| 6M | +28.8% | -96.2% | +124.9% | +28.9% |
| YTD | +2.4% | -99.6% | +102.0% | +2.2% |
| 1Y | -9.6% | -99.7% | +90.1% | -9.8% |
| 3Y | +9.7% | -100.0% | +109.6% | +5.8% |
| All | -73.9% | -100.0% | +26.1% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling