-19.0%
PYPL vs DGX
+33.7%
-52.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -3.1% |
| 7D | +2.4% | -2.3% | +4.7% | +2.7% |
| 30D | -5.1% | +0.6% | -5.7% | -5.1% |
| 3M | +28.6% | +21.4% | +7.2% | +25.9% |
| 6M | +17.9% | +14.7% | +3.2% | +16.4% |
| YTD | -5.3% | +38.4% | -43.7% | -9.8% |
| 1Y | -19.0% | +34.0% | -53.0% | -22.6% |
| All | -19.0% | +33.7% | -52.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling