-70.4%
PYPL vs DLR
+36.4%
-106.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | -0.1% |
| 7D | +2.2% | +2.4% | -0.2% | +1.1% |
| 30D | +8.1% | +0.7% | +7.4% | +7.5% |
| 3M | +1.9% | -6.4% | +8.3% | +4.6% |
| 6M | +33.1% | -6.5% | +39.7% | +35.8% |
| YTD | +3.8% | +18.8% | -15.0% | -5.6% |
| 1Y | -8.3% | +9.0% | -17.4% | -13.3% |
| 3Y | +11.9% | +54.5% | -42.6% | -15.0% |
| 5Y | -70.4% | +35.8% | -106.3% | -77.1% |
| All | -70.4% | +36.4% | -106.8% | -77.1% |
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