-73.9%
PYPL vs PENG
+42.1%
-116.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -1.3% |
| 7D | +3.9% | -19.4% | +23.4% | +6.3% |
| 30D | +7.8% | -42.4% | +50.2% | +15.3% |
| 3M | -0.7% | -25.6% | +25.0% | +1.3% |
| 6M | +28.8% | +7.3% | +21.5% | +14.3% |
| YTD | +2.4% | +113.9% | -111.5% | -23.8% |
| 1Y | -9.6% | +93.6% | -103.2% | -31.4% |
| 3Y | +9.7% | +170.2% | -160.6% | -30.7% |
| All | -73.9% | +42.1% | -116.0% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling