-81.1%
PYPL vs PFGC
+110.5%
-191.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.4% | -2.4% |
| 7D | +1.7% | -2.4% | +4.2% | +2.8% |
| 30D | -9.7% | -15.8% | +6.0% | -3.0% |
| 3M | +29.2% | -0.6% | +29.8% | +29.0% |
| 6M | +13.9% | +10.7% | +3.2% | +7.8% |
| YTD | -8.1% | +7.6% | -15.7% | -13.4% |
| 1Y | -21.4% | -7.8% | -13.6% | -20.1% |
| 3Y | -11.8% | +63.7% | -75.5% | -33.6% |
| 5Y | -81.1% | +112.3% | -193.4% | -87.8% |
| All | -81.1% | +110.5% | -191.7% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling