+51.4%
PYPL vs PPL
+90.4%
-39.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | +2.7% | 0.0% | +1.7% |
| 30D | -4.9% | +0.5% | -5.4% | -5.1% |
| 3M | +28.9% | +0.7% | +28.2% | +28.4% |
| 6M | +18.2% | -7.6% | +25.8% | +21.6% |
| YTD | -5.0% | +1.8% | -6.8% | -6.0% |
| 1Y | -18.8% | -0.8% | -18.1% | -19.0% |
| 3Y | -12.6% | +56.9% | -69.5% | -28.1% |
| 5Y | -80.8% | +39.5% | -120.3% | -83.5% |
| 10Y | +49.9% | +55.4% | -5.5% | +15.7% |
| All | +51.4% | +90.4% | -39.0% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling