+38.8%
PYPL vs PFG
+239.8%
-201.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -4.3% | +3.2% | -7.6% | -5.7% |
| 30D | -11.5% | +0.9% | -12.4% | -11.8% |
| 3M | +26.1% | +7.7% | +18.4% | +21.9% |
| 6M | +13.7% | +29.0% | -15.3% | +1.3% |
| YTD | -9.8% | +32.5% | -42.3% | -20.8% |
| 1Y | -22.1% | +47.3% | -69.4% | -34.8% |
| 3Y | -13.5% | +68.2% | -81.7% | -31.7% |
| 5Y | -81.6% | +108.5% | -190.1% | -86.6% |
| 10Y | +38.8% | +241.4% | -202.6% | -23.0% |
| All | +38.8% | +239.8% | -201.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling