+39.0%
PYPL vs VEA
+162.2%
-123.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +3.6% |
| 7D | -5.9% | -2.1% | -3.9% | -3.7% |
| 30D | -9.4% | -1.1% | -8.4% | -8.3% |
| 3M | +31.3% | +5.1% | +26.2% | +23.0% |
| 6M | +19.1% | +9.8% | +9.3% | +4.6% |
| YTD | -7.9% | +15.9% | -23.8% | -24.9% |
| 1Y | -17.9% | +24.6% | -42.4% | -38.7% |
| 3Y | -11.6% | +75.5% | -87.1% | -56.7% |
| 5Y | -81.0% | +59.4% | -140.4% | -89.4% |
| All | +39.0% | +162.2% | -123.2% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling