-81.0%
PYPL vs PPL
+39.5%
-120.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | +2.7% | 0.0% | +1.4% |
| 30D | -4.9% | +0.5% | -5.4% | -5.1% |
| 3M | +28.9% | +0.7% | +28.2% | +28.2% |
| 6M | +18.2% | -7.6% | +25.8% | +22.3% |
| YTD | -5.0% | +1.8% | -6.8% | -6.4% |
| 1Y | -18.8% | -0.8% | -18.1% | -19.2% |
| 3Y | -12.6% | +56.9% | -69.5% | -34.0% |
| All | -81.0% | +39.5% | -120.6% | -85.7% |
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 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