-9.9%
PYPL vs PENG
+108.8%
-118.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.5% | -3.6% |
| 7D | +2.7% | +4.5% | -1.9% | +2.3% |
| 30D | -4.9% | -7.1% | +2.2% | -4.4% |
| 3M | +28.9% | -27.3% | +56.1% | +30.0% |
| 6M | +18.2% | +169.6% | -151.3% | -3.0% |
| YTD | -5.0% | +164.6% | -169.6% | -21.9% |
| 1Y | -18.8% | +109.5% | -128.3% | -31.7% |
| All | -9.9% | +108.8% | -118.7% | -29.1% |
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