+116.1%
PG vs PYPL
+44.3%
+71.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -0.8% | -2.3% | +1.5% | -0.5% |
| 30D | +0.8% | -9.0% | +9.9% | +1.8% |
| 3M | -1.3% | +30.6% | -31.9% | -4.7% |
| 6M | -3.8% | +18.6% | -22.4% | -6.2% |
| YTD | +3.6% | -7.2% | +10.8% | +3.6% |
| 1Y | -5.7% | -19.3% | +13.5% | -4.3% |
| 3Y | +1.6% | -12.3% | +13.9% | +0.1% |
| 5Y | +14.6% | -80.9% | +95.5% | +40.9% |
| All | +116.1% | +44.3% | +71.9% | +80.3% |
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