-19.0%
PYPL vs DRI
+6.9%
-26.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.3% |
| 7D | +2.4% | +0.6% | +1.8% | +2.4% |
| 30D | -5.1% | +3.8% | -9.0% | -5.1% |
| 3M | +28.6% | +13.0% | +15.5% | +28.5% |
| 6M | +17.9% | +8.3% | +9.6% | +17.6% |
| YTD | -5.3% | +20.6% | -25.9% | -7.7% |
| 1Y | -19.0% | +6.5% | -25.5% | -19.3% |
| All | -19.0% | +6.9% | -26.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling