-5.7%
PG vs PYPL
-17.4%
+11.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -0.8% | -2.3% | +1.5% | -0.7% |
| 30D | +0.8% | -9.0% | +9.9% | +1.0% |
| 3M | -1.3% | +30.6% | -31.9% | -1.9% |
| 6M | -3.8% | +18.6% | -22.4% | -4.5% |
| YTD | +3.6% | -7.2% | +10.8% | +3.8% |
| 1Y | -5.7% | -19.3% | +13.5% | -5.0% |
| All | -5.7% | -17.4% | +11.7% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling