-11.8%
PYPL vs DLR
+57.6%
-69.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +1.7% | +3.4% | -1.7% | +0.6% |
| 30D | -9.7% | -2.2% | -7.5% | -8.9% |
| 3M | +29.2% | +4.7% | +24.5% | +26.8% |
| 6M | +13.9% | +9.0% | +4.9% | +10.1% |
| YTD | -8.1% | +24.1% | -32.2% | -15.3% |
| 1Y | -21.4% | +20.9% | -42.3% | -27.2% |
| 3Y | -11.8% | +60.0% | -71.8% | -30.2% |
| All | -11.8% | +57.6% | -69.4% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling