+63.3%
PYPL vs PEG
+182.0%
-118.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.1% |
| 7D | +0.1% | +4.5% | -4.4% | -1.6% |
| 30D | +5.7% | +7.5% | -1.9% | +2.7% |
| 3M | -1.9% | +0.8% | -2.8% | -2.4% |
| 6M | +31.8% | 0.0% | +31.8% | +31.4% |
| YTD | +2.4% | -3.0% | +5.5% | +2.8% |
| 1Y | -8.2% | -4.7% | -3.5% | -7.4% |
| 3Y | +10.2% | +36.5% | -26.3% | -5.8% |
| 5Y | -71.2% | +44.4% | -115.6% | -76.2% |
| 10Y | +49.6% | +170.2% | -120.7% | -5.7% |
| All | +63.3% | +182.0% | -118.7% | -2.5% |
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