-49.8%
PYPL vs DT
+103.5%
-153.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.2% |
| 7D | +2.7% | -3.3% | +6.0% | +4.2% |
| 30D | -4.9% | +2.0% | -6.9% | -6.4% |
| 3M | +28.9% | +20.0% | +8.9% | +16.1% |
| 6M | +18.2% | +39.3% | -21.1% | -3.0% |
| YTD | -5.0% | +19.8% | -24.8% | -15.8% |
| 1Y | -18.8% | +4.3% | -23.1% | -23.1% |
| 3Y | -12.6% | +7.7% | -20.3% | -21.0% |
| 5Y | -80.8% | -26.8% | -54.0% | -80.0% |
| All | -49.8% | +103.5% | -153.4% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling