+60.6%
PYPL vs DG
+100.1%
-39.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -1.1% | -2.5% | +1.3% | -0.6% |
| 30D | +3.8% | +7.7% | -3.9% | +2.0% |
| 3M | -1.3% | +13.1% | -14.4% | -4.1% |
| 6M | +29.0% | +32.0% | -3.0% | +21.0% |
| YTD | +0.7% | +3.3% | -2.6% | -0.9% |
| 1Y | -12.3% | +31.7% | -43.9% | -18.5% |
| 3Y | +7.6% | +21.7% | -14.0% | -3.8% |
| 5Y | -71.7% | -34.7% | -37.0% | -69.3% |
| 10Y | +47.1% | +106.7% | -59.7% | +17.3% |
| All | +60.6% | +100.1% | -39.5% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling