+46.5%
PYPL vs DGX
+314.3%
-267.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | -9.7% | -1.2% | -8.6% | -9.2% |
| 3M | +29.2% | +19.9% | +9.3% | +19.2% |
| 6M | +13.9% | +19.2% | -5.3% | +5.0% |
| YTD | -8.1% | +37.5% | -45.6% | -20.9% |
| 1Y | -21.4% | +31.3% | -52.7% | -31.1% |
| 3Y | -11.8% | +96.6% | -108.4% | -37.4% |
| 5Y | -81.1% | +64.3% | -145.4% | -85.7% |
| 10Y | +36.9% | +241.1% | -204.2% | -33.9% |
| All | +46.5% | +314.3% | -267.9% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling