+38.8%
PYPL vs PFGC
+287.3%
-248.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -4.3% | -3.7% | -0.6% | -3.5% |
| 30D | -11.5% | -16.0% | +4.5% | -7.8% |
| 3M | +26.1% | -4.1% | +30.3% | +27.2% |
| 6M | +13.7% | +8.7% | +5.0% | +11.1% |
| YTD | -9.8% | +6.4% | -16.2% | -12.1% |
| 1Y | -22.1% | -8.4% | -13.7% | -21.3% |
| 3Y | -13.5% | +61.8% | -75.2% | -23.6% |
| 5Y | -81.6% | +108.7% | -190.3% | -84.7% |
| 10Y | +38.8% | +298.1% | -259.3% | +0.6% |
| All | +38.8% | +287.3% | -248.5% | +0.6% |
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