+38.8%
PYPL vs DLR
+168.0%
-129.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -4.3% | +2.9% | -7.2% | -5.6% |
| 30D | -11.5% | -1.2% | -10.3% | -10.9% |
| 3M | +26.1% | +2.9% | +23.2% | +23.9% |
| 6M | +13.7% | +6.7% | +7.0% | +9.6% |
| YTD | -9.8% | +23.9% | -33.7% | -19.1% |
| 1Y | -22.1% | +18.6% | -40.7% | -29.1% |
| 3Y | -13.5% | +59.7% | -73.2% | -33.7% |
| 5Y | -81.6% | +42.1% | -123.7% | -85.4% |
| 10Y | +38.8% | +176.7% | -137.9% | -14.0% |
| All | +38.8% | +168.0% | -129.2% | -14.0% |
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