-31.7%
PAYP vs VT
+0.4%
-32.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.1% | -4.8% | -2.4% |
| 7D | +0.1% | -4.2% | +4.2% | +7.4% |
| 30D | -6.3% | -5.8% | -0.5% | +3.1% |
| 3M | -7.2% | -5.2% | -2.0% | +1.1% |
| 6M | -31.7% | +0.1% | -31.8% | -34.7% |
| All | -31.7% | +0.4% | -32.1% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 6mo: compounded portfolio wealth divided by compounded VT 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…
6mo analysis · Full analysis span regression · 6 months rolling