-12.3%
PYPL vs PGR
+75.0%
-87.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -2.3% | -0.6% | -1.6% | -2.2% |
| 30D | -9.0% | +4.9% | -14.0% | -9.2% |
| 3M | +30.6% | +7.6% | +22.9% | +28.9% |
| 6M | +18.6% | +8.3% | +10.3% | +16.8% |
| YTD | -7.2% | +1.7% | -8.9% | -7.9% |
| 1Y | -19.3% | -6.8% | -12.4% | -18.9% |
| 3Y | -12.3% | +73.4% | -85.7% | -4.9% |
| All | -12.3% | +75.0% | -87.2% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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