+90.1%
PEP vs PYPL
+47.5%
+42.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | +13.6% | +6.1% | +7.5% | +12.7% |
| 3M | +5.1% | +1.1% | +4.0% | +4.7% |
| 6M | -1.6% | +32.7% | -34.3% | -5.8% |
| YTD | +3.3% | +2.8% | +0.6% | +1.8% |
| 1Y | +3.2% | -10.8% | +14.0% | +3.8% |
| 3Y | -3.9% | +9.8% | -13.7% | -8.8% |
| 5Y | +4.0% | -70.2% | +74.3% | +22.2% |
| 10Y | +90.1% | +50.1% | +40.1% | +48.2% |
| All | +90.1% | +47.5% | +42.6% | +48.2% |
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