+79.0%
PYPL vs PFGC
+419.1%
-340.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | +2.7% | -2.2% | +4.9% | +3.2% |
| 30D | -4.9% | -11.9% | +7.0% | -2.0% |
| 3M | +28.9% | +5.0% | +23.9% | +27.2% |
| 6M | +18.2% | +8.6% | +9.6% | +15.5% |
| YTD | -5.0% | +9.7% | -14.7% | -8.1% |
| 1Y | -18.8% | -6.3% | -12.5% | -18.4% |
| 3Y | -12.6% | +58.2% | -70.8% | -22.6% |
| 5Y | -80.8% | +110.4% | -191.2% | -84.1% |
| 10Y | +49.9% | +272.8% | -222.8% | +4.7% |
| All | +79.0% | +419.1% | -340.1% | +14.4% |
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