+111.6%
PEP vs PYPL
+57.6%
+54.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | +2.9% | +3.9% | -1.0% | +2.4% |
| 30D | +14.2% | +7.8% | +6.4% | +13.1% |
| 3M | +3.2% | -0.7% | +3.8% | +3.0% |
| 6M | -7.4% | +28.8% | -36.2% | -11.1% |
| YTD | +1.5% | +2.4% | -0.9% | 0.0% |
| 1Y | +3.9% | -9.6% | +13.5% | +4.2% |
| 3Y | -5.5% | +9.7% | -15.2% | -10.3% |
| 5Y | +0.1% | -73.5% | +73.6% | +19.7% |
| 10Y | +82.1% | +46.5% | +35.6% | +43.9% |
| All | +111.6% | +57.6% | +54.0% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling