-45.9%
PYPL vs DT
+75.7%
-121.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +0.1% | +3.1% | -3.1% | -1.4% |
| 30D | +5.7% | -29.5% | +35.2% | +23.2% |
| 3M | -1.9% | -11.7% | +9.8% | +1.9% |
| 6M | +31.8% | +29.0% | +2.8% | +11.6% |
| YTD | +2.4% | +3.4% | -0.9% | -4.3% |
| 1Y | -8.2% | -4.2% | -4.0% | -11.0% |
| 3Y | +10.2% | -12.8% | +23.0% | +8.8% |
| 5Y | -71.2% | -39.6% | -31.6% | -67.7% |
| All | -45.9% | +75.7% | -121.6% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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