-9.9%
PYPL vs PFGC
+65.1%
-75.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | +2.7% | -2.2% | +4.9% | +3.5% |
| 30D | -4.9% | -11.9% | +7.0% | -0.6% |
| 3M | +28.9% | +5.0% | +23.9% | +25.8% |
| 6M | +18.2% | +8.6% | +9.6% | +13.5% |
| YTD | -5.0% | +9.7% | -14.7% | -10.9% |
| 1Y | -18.8% | -6.3% | -12.5% | -17.3% |
| All | -9.9% | +65.1% | -75.0% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling