+46.5%
PYPL vs PPG
+17.6%
+28.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.9% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -9.7% | -7.8% | -2.0% | -6.0% |
| 3M | +29.2% | -2.2% | +31.4% | +29.8% |
| 6M | +13.9% | +4.1% | +9.7% | +9.4% |
| YTD | -8.1% | +9.1% | -17.2% | -15.2% |
| 1Y | -21.4% | +1.0% | -22.3% | -24.4% |
| 3Y | -11.8% | -13.3% | +1.4% | -8.7% |
| 5Y | -81.1% | -19.2% | -61.9% | -80.1% |
| 10Y | +36.9% | +25.9% | +11.0% | +5.1% |
| All | +46.5% | +17.6% | +28.9% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling