-21.4%
PYPL vs PCG
-0.4%
-21.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.9% | -3.7% |
| 7D | +1.7% | +5.4% | -3.7% | +0.9% |
| 30D | -9.7% | -15.1% | +5.4% | -7.0% |
| 3M | +29.2% | -9.8% | +39.0% | +33.0% |
| 6M | +13.9% | -18.0% | +31.9% | +17.0% |
| YTD | -8.1% | -7.2% | -0.9% | -5.2% |
| 1Y | -21.4% | +2.9% | -24.2% | -19.4% |
| All | -21.4% | -0.4% | -21.0% | -19.4% |
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