+39.0%
PYPL vs VCLT
+17.0%
+22.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +3.0% |
| 7D | -5.9% | -1.3% | -4.7% | -5.1% |
| 30D | -9.4% | -1.1% | -8.3% | -8.7% |
| 3M | +31.3% | -3.7% | +35.0% | +35.0% |
| 6M | +19.1% | -4.0% | +23.1% | +22.7% |
| YTD | -7.9% | -3.4% | -4.5% | -5.5% |
| 1Y | -17.9% | -4.1% | -13.7% | -15.3% |
| 3Y | -11.6% | +11.0% | -22.6% | -18.3% |
| 5Y | -81.0% | -17.0% | -64.0% | -79.3% |
| All | +39.0% | +17.0% | +22.0% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling