-81.0%
PYPL vs DLR
+33.9%
-114.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.2% |
| 7D | +2.7% | +1.6% | +1.1% | +2.0% |
| 30D | -4.9% | -3.4% | -1.5% | -3.4% |
| 3M | +28.9% | +0.5% | +28.4% | +28.1% |
| 6M | +18.2% | +4.6% | +13.7% | +15.2% |
| YTD | -5.0% | +23.4% | -28.4% | -14.3% |
| 1Y | -18.8% | +19.0% | -37.9% | -26.0% |
| 3Y | -12.6% | +56.5% | -69.1% | -32.8% |
| All | -81.0% | +33.9% | -114.9% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling