-10.3%
PYPL vs PPL
+1.0%
-11.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +5.9% | +4.3% | +1.6% | +4.6% |
| 3M | -0.2% | +2.9% | -3.2% | -1.0% |
| 6M | +30.3% | +1.1% | +29.2% | +30.0% |
| YTD | +1.6% | +4.5% | -2.9% | -0.3% |
| 1Y | -10.3% | +0.1% | -10.4% | -10.3% |
| All | -10.3% | +1.0% | -11.3% | -10.3% |
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