+40.1%
PYPL vs DTE
+137.8%
-97.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -2.3% | -2.6% | +0.3% | -1.3% |
| 30D | -9.0% | -4.4% | -4.6% | -7.4% |
| 3M | +30.6% | -8.3% | +38.9% | +35.0% |
| 6M | +18.6% | -8.1% | +26.6% | +22.0% |
| YTD | -7.2% | +4.4% | -11.6% | -9.7% |
| 1Y | -19.3% | +0.2% | -19.4% | -20.1% |
| 3Y | -12.3% | +42.6% | -54.9% | -26.0% |
| 5Y | -80.9% | +31.5% | -112.4% | -83.5% |
| All | +40.1% | +137.8% | -97.7% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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