+39.0%
PYPL vs PEG
+148.3%
-109.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -5.9% | -0.9% | -5.0% | -5.6% |
| 30D | -9.4% | -2.8% | -6.7% | -8.4% |
| 3M | +31.3% | -6.9% | +38.2% | +34.9% |
| 6M | +19.1% | -11.4% | +30.5% | +24.4% |
| YTD | -7.9% | -7.4% | -0.5% | -5.8% |
| 1Y | -17.9% | -8.3% | -9.6% | -16.0% |
| 3Y | -11.6% | +31.5% | -43.1% | -23.6% |
| 5Y | -81.0% | +38.0% | -119.0% | -84.1% |
| All | +39.0% | +148.3% | -109.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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