-70.3%
PYPL vs PENG
+53.9%
-124.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.3% | -7.9% | 0.0% |
| 7D | +2.2% | -3.8% | +6.0% | +1.8% |
| 30D | +8.1% | -40.1% | +48.2% | +15.1% |
| 3M | +1.9% | -21.8% | +23.7% | +3.2% |
| 6M | +33.1% | +3.3% | +29.8% | +20.2% |
| YTD | +3.8% | +133.6% | -129.9% | -23.9% |
| 1Y | -8.3% | +110.7% | -119.0% | -31.4% |
| 3Y | +11.9% | +204.3% | -192.4% | -31.1% |
| All | -70.3% | +53.9% | -124.2% | -80.3% |
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