+93.8%
PYPL vs PFGC
+485.3%
-391.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.2% | +1.5% | -2.7% | -1.6% |
| 30D | +6.1% | +17.4% | -11.3% | +2.0% |
| 3M | +1.1% | -2.4% | +3.5% | +1.3% |
| 6M | +32.7% | +18.2% | +14.5% | +27.0% |
| YTD | +2.8% | +23.7% | -20.9% | -3.5% |
| 1Y | -10.8% | +15.0% | -25.7% | -14.8% |
| 3Y | +9.8% | +82.3% | -72.5% | -6.1% |
| 5Y | -70.2% | +131.9% | -202.2% | -76.0% |
| 10Y | +50.1% | +353.0% | -302.9% | -0.1% |
| All | +93.8% | +485.3% | -391.6% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling