+50.1%
PYPL vs DG
+111.9%
-61.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.2% | -3.0% | +1.8% | -0.5% |
| 30D | +6.1% | +8.6% | -2.5% | +4.0% |
| 3M | +1.1% | +15.0% | -14.0% | -2.3% |
| 6M | +32.7% | +32.7% | +0.1% | +24.0% |
| YTD | +2.8% | +5.5% | -2.7% | +0.5% |
| 1Y | -10.8% | +34.6% | -45.4% | -17.7% |
| 3Y | +9.8% | +24.2% | -14.4% | -3.0% |
| 5Y | -70.2% | -32.3% | -38.0% | -67.6% |
| 10Y | +50.1% | +111.1% | -61.0% | +13.2% |
| All | +50.1% | +111.9% | -61.9% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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