+51.9%
PYPL vs PFGC
+346.1%
-294.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +3.8% | +16.1% | -12.3% | 0.0% |
| 3M | -1.3% | +2.4% | -3.7% | -2.1% |
| 6M | +29.0% | +15.7% | +13.3% | +24.1% |
| YTD | +0.7% | +22.3% | -21.5% | -5.2% |
| 1Y | -12.3% | +13.9% | -26.1% | -16.0% |
| 3Y | +7.6% | +80.3% | -72.7% | -7.6% |
| 5Y | -71.7% | +136.1% | -207.8% | -77.2% |
| All | +51.9% | +346.1% | -294.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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