-71.8%
PYPL vs PENG
+56.5%
-128.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +2.5% |
| 7D | +0.1% | +13.2% | -13.2% | -1.9% |
| 30D | +5.7% | -29.9% | +35.6% | +9.9% |
| 3M | -1.9% | -22.2% | +20.3% | -0.6% |
| 6M | +31.8% | -1.9% | +33.7% | +20.7% |
| YTD | +2.4% | +142.1% | -139.7% | -25.5% |
| 1Y | -8.2% | +151.5% | -159.8% | -34.0% |
| 3Y | +10.2% | +206.9% | -196.7% | -32.2% |
| All | -71.8% | +56.5% | -128.3% | -81.6% |
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 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