+65.4%
PYPL vs PFG
+245.2%
-179.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.7% | -0.5% |
| 7D | +2.2% | +2.3% | -0.1% | +1.1% |
| 30D | +8.1% | +7.6% | +0.5% | +4.5% |
| 3M | +1.9% | +2.5% | -0.6% | +0.6% |
| 6M | +33.1% | +16.6% | +16.5% | +23.9% |
| YTD | +3.8% | +34.1% | -30.3% | -9.7% |
| 1Y | -8.3% | +44.1% | -52.4% | -22.8% |
| 3Y | +11.9% | +86.3% | -74.4% | -15.9% |
| 5Y | -70.4% | +101.6% | -172.0% | -78.5% |
| 10Y | +47.2% | +197.9% | -150.7% | -19.8% |
| All | +65.4% | +245.2% | -179.8% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling