-19.0%
PYPL vs PCG
-6.6%
-12.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.6% |
| 7D | +2.4% | -13.9% | +16.3% | +4.3% |
| 30D | -5.1% | -16.9% | +11.7% | -2.0% |
| 3M | +28.6% | -14.7% | +43.3% | +32.8% |
| 6M | +17.9% | -23.8% | +41.8% | +21.7% |
| YTD | -5.3% | -10.5% | +5.2% | -1.8% |
| 1Y | -19.0% | -5.1% | -13.9% | -15.9% |
| All | -19.0% | -6.6% | -12.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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