+43.7%
PYPL vs DGX
+314.3%
-270.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.3% | -2.2% | -2.1% | -3.4% |
| 30D | -11.5% | -0.9% | -10.5% | -11.1% |
| 3M | +26.1% | +15.6% | +10.6% | +18.2% |
| 6M | +13.7% | +17.8% | -4.1% | +5.4% |
| YTD | -9.8% | +37.5% | -47.3% | -22.4% |
| 1Y | -22.1% | +31.2% | -53.2% | -31.7% |
| 3Y | -13.5% | +96.6% | -110.1% | -38.5% |
| 5Y | -81.6% | +64.9% | -146.5% | -86.0% |
| 10Y | +38.8% | +254.6% | -215.8% | -34.6% |
| All | +43.7% | +314.3% | -270.6% | -38.4% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling