-12.3%
PYPL vs PPG
-17.4%
+5.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -2.3% | -6.2% | +4.0% | +0.5% |
| 30D | -9.0% | -7.9% | -1.1% | -5.9% |
| 3M | +30.6% | -10.2% | +40.8% | +36.0% |
| 6M | +18.6% | +2.7% | +15.9% | +14.9% |
| YTD | -7.2% | +4.9% | -12.1% | -13.7% |
| 1Y | -19.3% | -3.2% | -16.1% | -21.1% |
| 3Y | -12.3% | -17.0% | +4.7% | -11.7% |
| All | -12.3% | -17.4% | +5.1% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling