-19.0%
PYPL vs PPG
+5.2%
-24.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.5% |
| 7D | +2.4% | -1.5% | +3.9% | +2.6% |
| 30D | -5.1% | -5.0% | -0.2% | -4.5% |
| 3M | +28.6% | +1.1% | +27.4% | +28.3% |
| 6M | +17.9% | -3.2% | +21.1% | +17.0% |
| YTD | -5.3% | +11.9% | -17.1% | -13.6% |
| 1Y | -19.0% | +5.3% | -24.3% | -24.5% |
| All | -19.0% | +5.2% | -24.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling