-81.0%
PYPL vs DTE
+31.2%
-112.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.6% |
| 7D | -5.9% | -2.0% | -4.0% | -5.3% |
| 30D | -9.4% | -2.4% | -7.0% | -8.6% |
| 3M | +31.3% | -7.3% | +38.6% | +34.8% |
| 6M | +19.1% | -7.6% | +26.7% | +22.1% |
| YTD | -7.9% | +5.8% | -13.7% | -10.9% |
| 1Y | -17.9% | +2.3% | -20.2% | -19.5% |
| 3Y | -11.6% | +45.0% | -56.6% | -26.7% |
| 5Y | -81.0% | +33.2% | -114.3% | -83.1% |
| All | -81.0% | +31.2% | -112.3% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling