+51.9%
PYPL vs PEG
+167.4%
-115.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -1.1% | +2.3% | -3.4% | -2.0% |
| 30D | +3.8% | +6.1% | -2.4% | +1.3% |
| 3M | -1.3% | -0.5% | -0.8% | -1.2% |
| 6M | +29.0% | -3.2% | +32.2% | +30.2% |
| YTD | +0.7% | -4.4% | +5.2% | +1.6% |
| 1Y | -12.3% | -7.4% | -4.9% | -10.4% |
| 3Y | +7.6% | +33.9% | -26.3% | -7.9% |
| 5Y | -71.7% | +42.3% | -114.0% | -76.7% |
| All | +51.9% | +167.4% | -115.5% | -2.4% |
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