+144.0%
PG vs PYPL
+38.8%
+105.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.8% |
| 7D | -3.4% | -4.3% | +1.0% | -2.9% |
| 30D | -2.6% | -11.5% | +8.9% | -1.4% |
| 3M | -3.3% | +26.1% | -29.5% | -6.3% |
| 6M | -6.7% | +13.7% | -20.4% | -8.7% |
| YTD | +1.7% | -9.8% | +11.6% | +2.0% |
| 1Y | -7.9% | -22.1% | +14.1% | -6.1% |
| 3Y | +0.9% | -13.5% | +14.4% | -0.5% |
| 5Y | +12.6% | -81.6% | +94.3% | +38.8% |
| 10Y | +117.2% | +38.8% | +78.4% | +74.2% |
| All | +144.0% | +38.8% | +105.1% | +91.5% |
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