+51.4%
PYPL vs PEG
+171.4%
-120.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +2.7% | +0.7% | +2.0% | +2.4% |
| 30D | -4.9% | -2.4% | -2.5% | -4.0% |
| 3M | +28.9% | -4.8% | +33.7% | +31.2% |
| 6M | +18.2% | -10.7% | +28.9% | +23.0% |
| YTD | -5.0% | -6.7% | +1.6% | -3.2% |
| 1Y | -18.8% | -6.8% | -12.0% | -17.6% |
| 3Y | -12.6% | +34.5% | -47.1% | -24.9% |
| 5Y | -80.8% | +35.8% | -116.5% | -83.7% |
| 10Y | +49.9% | +141.7% | -91.8% | -1.9% |
| All | +51.4% | +171.4% | -120.0% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling