-9.6%
PYPL vs PPL
+1.2%
-10.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | +7.8% | +5.4% | +2.4% | +6.3% |
| 3M | -0.7% | +4.3% | -4.9% | -1.7% |
| 6M | +28.8% | -1.3% | +30.1% | +29.5% |
| YTD | +2.4% | +4.7% | -2.3% | +0.4% |
| 1Y | -9.6% | +1.3% | -10.9% | -9.7% |
| All | -9.6% | +1.2% | -10.8% | -9.7% |
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