-19.0%
PYPL vs PPL
-0.5%
-18.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +2.4% | +2.7% | -0.2% | +1.7% |
| 30D | -5.1% | +0.5% | -5.6% | -5.3% |
| 3M | +28.6% | +0.7% | +27.9% | +28.3% |
| 6M | +17.9% | -7.6% | +25.5% | +20.3% |
| YTD | -5.3% | +1.8% | -7.1% | -6.0% |
| 1Y | -19.0% | -0.8% | -18.3% | -19.3% |
| All | -19.0% | -0.5% | -18.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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