-22.1%
PYPL vs PFGC
-8.5%
-13.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -4.3% | -3.7% | -0.6% | -4.0% |
| 30D | -11.5% | -16.0% | +4.5% | -10.6% |
| 3M | +26.1% | -4.1% | +30.3% | +26.5% |
| 6M | +13.7% | +8.7% | +5.0% | +12.8% |
| YTD | -9.8% | +6.4% | -16.2% | -12.2% |
| 1Y | -22.1% | -8.4% | -13.7% | -18.3% |
| All | -22.1% | -8.5% | -13.5% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling