+63.2%
PYPL vs PPL
+95.8%
-32.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | +7.8% | +5.4% | +2.4% | +5.6% |
| 3M | -0.7% | +4.3% | -4.9% | -2.3% |
| 6M | +28.8% | -1.3% | +30.1% | +29.1% |
| YTD | +2.4% | +4.7% | -2.3% | +0.1% |
| 1Y | -9.6% | +1.3% | -10.9% | -10.5% |
| 3Y | +9.7% | +57.2% | -47.6% | -9.8% |
| 5Y | -73.5% | +48.2% | -121.7% | -77.7% |
| 10Y | +46.5% | +62.7% | -16.3% | +11.0% |
| All | +63.2% | +95.8% | -32.6% | +10.2% |
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 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