+63.3%
PYPL vs DVA
+122.3%
-59.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +0.1% | -8.8% | +8.8% | +1.7% |
| 30D | +5.7% | -3.4% | +9.1% | +6.1% |
| 3M | -1.9% | -2.6% | +0.7% | -1.7% |
| 6M | +31.8% | -11.9% | +43.7% | +33.8% |
| YTD | +2.4% | +53.6% | -51.2% | -9.5% |
| 1Y | -8.2% | +41.9% | -50.1% | -17.3% |
| 3Y | +10.2% | +97.5% | -87.3% | -10.7% |
| 5Y | -71.2% | +65.0% | -136.2% | -76.6% |
| 10Y | +49.6% | +193.2% | -143.7% | -6.9% |
| All | +63.3% | +122.3% | -59.0% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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