+61.9%
PYPL vs PFG
+247.0%
-185.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | +1.0% | +3.0% | -2.0% | -0.4% |
| 30D | +5.9% | +8.2% | -2.3% | +2.1% |
| 3M | -0.2% | +2.7% | -2.9% | -1.6% |
| 6M | +30.3% | +17.2% | +13.1% | +20.9% |
| YTD | +1.6% | +34.8% | -33.2% | -11.8% |
| 1Y | -10.3% | +43.6% | -53.8% | -24.4% |
| 3Y | +8.5% | +85.4% | -76.9% | -18.3% |
| 5Y | -71.0% | +102.2% | -173.1% | -78.9% |
| 10Y | +46.9% | +190.2% | -143.3% | -18.8% |
| All | +61.9% | +247.0% | -185.1% | -20.4% |
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