+51.4%
PYPL vs VEA
+160.5%
-109.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.5% |
| 7D | +2.7% | +1.0% | +1.7% | +1.6% |
| 30D | -4.9% | +1.9% | -6.8% | -6.9% |
| 3M | +28.9% | +3.2% | +25.7% | +23.6% |
| 6M | +18.2% | +10.2% | +8.0% | +4.0% |
| YTD | -5.0% | +18.9% | -23.9% | -24.0% |
| 1Y | -18.8% | +29.3% | -48.2% | -41.1% |
| 3Y | -12.6% | +76.8% | -89.3% | -55.9% |
| 5Y | -80.8% | +61.2% | -142.0% | -89.0% |
| 10Y | +49.9% | +163.3% | -113.4% | -47.6% |
| All | +51.4% | +160.5% | -109.1% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling