+17.3%
PYPL vs PENG
+597.2%
-579.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -1.7% |
| 7D | +3.9% | -19.4% | +23.4% | +6.8% |
| 30D | +7.8% | -42.4% | +50.2% | +16.7% |
| 3M | -0.7% | -25.6% | +25.0% | +1.7% |
| 6M | +28.8% | +7.3% | +21.5% | +15.2% |
| YTD | +2.4% | +113.9% | -111.5% | -22.5% |
| 1Y | -9.6% | +93.6% | -103.2% | -30.3% |
| 3Y | +9.7% | +170.2% | -160.6% | -26.9% |
| 5Y | -73.5% | +44.2% | -117.7% | -81.0% |
| All | +17.3% | +597.2% | -579.8% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling