+40.1%
PYPL vs DLTR
+45.3%
-5.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.3% | -10.1% | +7.8% | -0.1% |
| 30D | -9.0% | -8.1% | -0.9% | -7.6% |
| 3M | +30.6% | +2.9% | +27.7% | +29.6% |
| 6M | +18.6% | +4.3% | +14.2% | +16.6% |
| YTD | -7.2% | -3.9% | -3.2% | -7.5% |
| 1Y | -19.3% | +18.9% | -38.1% | -23.3% |
| 3Y | -12.3% | +1.9% | -14.2% | -16.6% |
| 5Y | -80.9% | +31.0% | -111.9% | -83.3% |
| All | +40.1% | +45.3% | -5.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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