-81.0%
PYPL vs DLTR
+29.9%
-110.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -5.9% | -9.4% | +3.5% | -4.4% |
| 30D | -9.4% | -7.3% | -2.1% | -8.4% |
| 3M | +31.3% | +7.6% | +23.7% | +29.6% |
| 6M | +19.1% | +1.6% | +17.5% | +18.1% |
| YTD | -7.9% | -3.5% | -4.3% | -8.2% |
| 1Y | -17.9% | +20.0% | -37.9% | -21.3% |
| 3Y | -11.6% | +2.3% | -13.9% | -15.0% |
| 5Y | -81.0% | +31.5% | -112.6% | -81.2% |
| All | -81.0% | +29.9% | -110.9% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling