-81.1%
PYPL vs DFNS
-99.9%
+18.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.9% |
| 5Y | -81.1% | -99.9% | +18.7% | -82.3% |
| All | -81.1% | -99.9% | +18.7% | -82.3% |
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