-9.6%
PYPL vs PCG
-20.1%
+10.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +0.7% |
| 7D | +3.9% | -1.6% | +5.5% | +4.1% |
| 30D | +7.8% | +1.4% | +6.4% | +7.7% |
| 3M | -0.7% | -23.4% | +22.7% | +3.4% |
| 6M | +28.8% | -19.4% | +48.1% | +35.2% |
| YTD | +2.4% | -18.5% | +20.9% | +10.2% |
| 1Y | -9.6% | -19.5% | +9.9% | -1.8% |
| All | -9.6% | -20.1% | +10.5% | -1.8% |
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