-4.6%
PEP vs PYPL
+5.2%
-9.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +6.7% | +3.5% | +3.1% | +6.6% |
| 30D | +13.5% | +8.0% | +5.6% | +13.3% |
| 3M | +3.9% | +2.0% | +1.9% | +3.8% |
| 6M | -6.0% | +27.6% | -33.5% | -6.7% |
| YTD | +2.5% | +1.9% | +0.6% | +2.3% |
| 1Y | +3.9% | -12.4% | +16.3% | +4.7% |
| All | -4.6% | +5.2% | -9.8% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling