+62.4%
PYPL vs PPL
+96.8%
-34.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.4% |
| 7D | +3.5% | +1.0% | +2.5% | +3.1% |
| 30D | +8.0% | +6.8% | +1.1% | +5.2% |
| 3M | +2.0% | +3.9% | -1.8% | +0.5% |
| 6M | +27.6% | -2.0% | +29.6% | +28.2% |
| YTD | +1.9% | +5.3% | -3.4% | -0.6% |
| 1Y | -12.4% | +2.2% | -14.6% | -13.6% |
| 3Y | +6.3% | +56.7% | -50.5% | -12.5% |
| 5Y | -73.6% | +49.1% | -122.7% | -77.8% |
| 10Y | +45.8% | +63.6% | -17.9% | +10.2% |
| All | +62.4% | +96.8% | -34.4% | +9.4% |
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