+76.6%
PEP vs PYPL
+39.1%
+37.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.0% |
| 7D | +0.1% | +1.7% | -1.6% | -0.2% |
| 30D | +0.7% | -9.7% | +10.4% | +1.8% |
| 3M | -0.5% | +29.2% | -29.7% | -4.3% |
| 6M | -11.3% | +13.9% | -25.2% | -13.4% |
| YTD | -0.6% | -8.1% | +7.5% | -0.6% |
| 1Y | +1.7% | -21.4% | +23.0% | +3.7% |
| 3Y | -12.5% | -11.8% | -0.7% | -14.1% |
| 5Y | +3.9% | -81.1% | +85.0% | +34.3% |
| 10Y | +76.6% | +36.9% | +39.6% | +40.2% |
| All | +76.6% | +39.1% | +37.4% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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