-81.6%
PYPL vs DG
-39.5%
-42.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.6% |
| 7D | -4.3% | -4.8% | +0.5% | -3.8% |
| 30D | -11.5% | +1.8% | -13.2% | -11.6% |
| 3M | +26.1% | +14.5% | +11.7% | +24.2% |
| 6M | +13.7% | -13.6% | +27.2% | +15.0% |
| YTD | -9.8% | -4.8% | -5.0% | -9.8% |
| 1Y | -22.1% | +21.6% | -43.6% | -24.0% |
| 3Y | -13.5% | +4.5% | -18.0% | -16.2% |
| 5Y | -81.6% | -38.5% | -43.1% | -79.9% |
| All | -81.6% | -39.5% | -42.1% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling