+46.9%
PYPL vs DLR
+179.9%
-132.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +1.0% | +0.3% | +0.6% | +0.8% |
| 30D | +5.9% | +1.2% | +4.7% | +5.0% |
| 3M | -0.2% | -4.8% | +4.6% | +1.7% |
| 6M | +30.3% | -6.1% | +36.4% | +32.7% |
| YTD | +1.6% | +19.3% | -17.7% | -7.9% |
| 1Y | -10.3% | +10.0% | -20.2% | -15.6% |
| 3Y | +8.5% | +53.8% | -45.3% | -16.2% |
| 5Y | -71.0% | +39.1% | -110.1% | -76.9% |
| 10Y | +46.9% | +188.1% | -141.2% | -10.4% |
| All | +46.9% | +179.9% | -132.9% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling