+41.5%
PYPL vs PFG
+242.8%
-201.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.6% |
| 7D | +1.7% | +6.0% | -4.3% | -0.9% |
| 30D | -9.7% | +2.2% | -12.0% | -10.6% |
| 3M | +29.2% | +10.4% | +18.8% | +23.5% |
| 6M | +13.9% | +27.8% | -13.9% | +1.9% |
| YTD | -8.1% | +33.6% | -41.8% | -19.6% |
| 1Y | -21.4% | +49.3% | -70.7% | -34.6% |
| 3Y | -11.8% | +69.7% | -81.6% | -30.7% |
| 5Y | -81.1% | +111.3% | -192.5% | -86.4% |
| All | +41.5% | +242.8% | -201.3% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling