+43.7%
PYPL vs VCLT
+35.7%
+8.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -4.3% | 0.0% | -4.4% | -4.3% |
| 30D | -11.5% | +0.1% | -11.6% | -11.5% |
| 3M | +26.1% | -2.9% | +29.0% | +28.8% |
| 6M | +13.7% | -4.0% | +17.6% | +16.9% |
| YTD | -9.8% | -2.2% | -7.6% | -8.4% |
| 1Y | -22.1% | -2.6% | -19.5% | -20.6% |
| 3Y | -13.5% | +12.3% | -25.8% | -20.3% |
| 5Y | -81.6% | -16.4% | -65.2% | -80.2% |
| 10Y | +38.8% | +18.1% | +20.7% | +37.5% |
| All | +43.7% | +35.7% | +8.0% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling