-81.0%
PYPL vs PPG
-24.6%
-56.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.3% |
| 7D | -5.9% | -5.1% | -0.8% | -3.1% |
| 30D | -9.4% | -9.6% | +0.1% | -4.3% |
| 3M | +31.3% | -6.4% | +37.7% | +35.1% |
| 6M | +19.1% | +0.5% | +18.6% | +15.8% |
| YTD | -7.9% | +4.4% | -12.3% | -14.6% |
| 1Y | -17.9% | -0.9% | -17.0% | -21.2% |
| 3Y | -11.6% | -17.0% | +5.4% | -6.1% |
| 5Y | -81.0% | -23.7% | -57.4% | -80.4% |
| All | -81.0% | -24.6% | -56.5% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling