-81.6%
PYPL vs DT
-28.0%
-53.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | -4.3% | -0.5% | -3.8% | -4.0% |
| 30D | -11.5% | +0.1% | -11.5% | -11.9% |
| 3M | +26.1% | +24.1% | +2.0% | +10.6% |
| 6M | +13.7% | +30.1% | -16.4% | -4.8% |
| YTD | -9.8% | +16.8% | -26.6% | -19.8% |
| 1Y | -22.1% | -0.1% | -22.0% | -24.6% |
| 3Y | -13.5% | +6.8% | -20.3% | -22.7% |
| 5Y | -81.6% | -28.4% | -53.2% | -81.4% |
| All | -81.6% | -28.0% | -53.7% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling