-14.8%
PYPL vs DTE
+47.2%
-62.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -11.5% | -0.5% | -10.9% | -11.3% |
| 3M | +26.1% | -6.0% | +32.2% | +28.3% |
| 6M | +13.7% | -7.2% | +20.9% | +16.0% |
| YTD | -9.8% | +7.2% | -17.0% | -13.0% |
| 1Y | -22.1% | +4.1% | -26.1% | -24.0% |
| All | -14.8% | +47.2% | -62.0% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling