+18.9%
PYPL vs PENG
+661.7%
-642.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.3% | -7.9% | -0.3% |
| 7D | +2.2% | -3.8% | +6.0% | +1.8% |
| 30D | +8.1% | -40.1% | +48.2% | +16.3% |
| 3M | +1.9% | -21.8% | +23.7% | +3.4% |
| 6M | +33.1% | +3.3% | +29.8% | +20.7% |
| YTD | +3.8% | +133.6% | -129.9% | -22.7% |
| 1Y | -8.3% | +110.7% | -119.0% | -30.4% |
| 3Y | +11.9% | +204.3% | -192.4% | -27.2% |
| 5Y | -70.4% | +54.4% | -124.8% | -79.1% |
| All | +18.9% | +661.7% | -642.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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