-7.9%
PYPL vs DLR
+11.0%
-18.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.9% | +2.8% |
| 7D | +6.5% | +2.8% | +3.6% | +5.7% |
| 30D | +10.6% | +2.8% | +7.9% | +9.8% |
| 3M | +3.1% | -4.0% | +7.1% | +4.2% |
| 6M | +20.2% | -5.6% | +25.8% | +21.4% |
| YTD | +4.0% | +21.9% | -17.9% | +1.6% |
| 1Y | -7.9% | +13.0% | -20.9% | -10.3% |
| All | -7.9% | +11.0% | -18.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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