+9.7%
PYPL vs PENG
+184.4%
-174.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -0.4% |
| 7D | +3.9% | -19.4% | +23.4% | +5.1% |
| 30D | +7.8% | -42.4% | +50.2% | +11.8% |
| 3M | -0.7% | -25.6% | +25.0% | +0.4% |
| 6M | +28.8% | +7.3% | +21.5% | +17.7% |
| YTD | +2.4% | +113.9% | -111.5% | -18.4% |
| 1Y | -9.6% | +93.6% | -103.2% | -27.0% |
| 3Y | +9.7% | +170.2% | -160.6% | -27.9% |
| All | +9.7% | +184.4% | -174.7% | -27.9% |
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