-19.3%
PYPL vs DTE
+1.0%
-20.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.7% |
| 7D | -2.3% | -2.6% | +0.3% | -2.4% |
| 30D | -9.0% | -4.4% | -4.6% | -9.2% |
| 3M | +30.6% | -8.3% | +38.9% | +30.1% |
| 6M | +18.6% | -8.1% | +26.6% | +18.4% |
| YTD | -7.2% | +4.4% | -11.6% | -5.0% |
| 1Y | -19.3% | +0.2% | -19.4% | -17.6% |
| All | -19.3% | +1.0% | -20.2% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling