+44.1%
PYPL vs PCG
-75.9%
+120.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.5% | -3.3% |
| 7D | +2.7% | -13.9% | +16.5% | +3.8% |
| 30D | -4.9% | -16.9% | +12.0% | -3.5% |
| 3M | +28.9% | -14.7% | +43.6% | +30.5% |
| 6M | +18.2% | -23.8% | +42.1% | +20.8% |
| YTD | -5.0% | -10.5% | +5.5% | -4.4% |
| 1Y | -18.8% | -5.1% | -13.7% | -18.8% |
| 3Y | -12.6% | -11.6% | -1.0% | -12.1% |
| 5Y | -80.8% | +59.0% | -139.8% | -81.4% |
| All | +44.1% | -75.9% | +120.0% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling