-80.6%
PYPL vs DGX
+66.8%
-147.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | -9.0% | -1.2% | -7.9% | -8.7% |
| 3M | +30.6% | +15.8% | +14.8% | +24.3% |
| 6M | +18.6% | +18.2% | +0.4% | +11.9% |
| YTD | -7.2% | +37.2% | -44.4% | -17.3% |
| 1Y | -19.3% | +30.4% | -49.6% | -26.9% |
| 3Y | -12.3% | +96.7% | -109.0% | -34.3% |
| All | -80.6% | +66.8% | -147.4% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling