-71.8%
PYPL vs PPL
+47.4%
-119.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.1% |
| 7D | +0.1% | -0.4% | +0.4% | +0.2% |
| 30D | +5.7% | +2.6% | +3.0% | +4.3% |
| 3M | -1.9% | +0.8% | -2.7% | -2.3% |
| 6M | +31.8% | +1.4% | +30.4% | +30.5% |
| YTD | +2.4% | +4.3% | -1.9% | -0.3% |
| 1Y | -8.2% | +0.8% | -9.0% | -9.2% |
| 3Y | +10.2% | +57.9% | -47.7% | -17.4% |
| All | -71.8% | +47.4% | -119.2% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling