-22.1%
PYPL vs DT
+1.4%
-23.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | -4.3% | -0.5% | -3.8% | -4.1% |
| 30D | -11.5% | +0.1% | -11.5% | -11.7% |
| 3M | +26.1% | +24.1% | +2.0% | +15.5% |
| 6M | +13.7% | +30.1% | -16.4% | +1.0% |
| YTD | -9.8% | +16.8% | -26.6% | -15.6% |
| 1Y | -22.1% | -0.1% | -22.0% | -22.0% |
| All | -22.1% | +1.4% | -23.5% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling