+11.9%
PYPL vs PPL
+53.7%
-41.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | +2.2% | -1.2% | +3.4% | +2.5% |
| 30D | +8.1% | +4.2% | +3.9% | +6.8% |
| 3M | +1.9% | +1.5% | +0.4% | +1.4% |
| 6M | +33.1% | +1.0% | +32.1% | +32.5% |
| YTD | +3.8% | +4.4% | -0.6% | +2.0% |
| 1Y | -8.3% | +0.8% | -9.1% | -8.8% |
| 3Y | +11.9% | +56.5% | -44.6% | -11.2% |
| All | +11.9% | +53.7% | -41.9% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling