+9.1%
PYPL vs PENG
+153.0%
-143.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -23.0% | +21.0% | -0.3% |
| 7D | +3.5% | -36.7% | +40.2% | +6.7% |
| 30D | +8.0% | -42.0% | +50.0% | +11.7% |
| 3M | +2.0% | -33.2% | +35.2% | +3.9% |
| 6M | +27.6% | +2.1% | +25.4% | +16.2% |
| YTD | +1.9% | +90.3% | -88.4% | -18.0% |
| 1Y | -12.4% | +67.7% | -80.1% | -28.3% |
| All | +9.1% | +153.0% | -143.9% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling