+51.4%
PYPL vs DG
+97.0%
-45.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | +2.7% | +8.4% | -5.7% | +0.8% |
| 30D | -4.9% | +4.9% | -9.8% | -5.9% |
| 3M | +28.9% | +29.3% | -0.5% | +21.7% |
| 6M | +18.2% | -11.3% | +29.5% | +20.7% |
| YTD | -5.0% | +1.8% | -6.8% | -6.1% |
| 1Y | -18.8% | +25.3% | -44.2% | -23.7% |
| 3Y | -12.6% | +9.1% | -21.7% | -19.1% |
| 5Y | -80.8% | -34.9% | -45.9% | -79.1% |
| 10Y | +49.9% | +108.2% | -58.2% | +19.7% |
| All | +51.4% | +97.0% | -45.7% | +23.7% |
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