-81.1%
PYPL vs PEG
+38.2%
-119.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.5% |
| 7D | +1.7% | +1.0% | +0.7% | +1.4% |
| 30D | -9.7% | -1.9% | -7.9% | -9.2% |
| 3M | +29.2% | -3.7% | +32.9% | +30.8% |
| 6M | +13.9% | -9.4% | +23.3% | +17.5% |
| YTD | -8.1% | -6.0% | -2.1% | -6.8% |
| 1Y | -21.4% | -4.4% | -17.0% | -21.3% |
| 3Y | -11.8% | +33.5% | -45.3% | -25.7% |
| 5Y | -81.1% | +35.7% | -116.9% | -85.1% |
| All | -81.1% | +38.2% | -119.4% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling