+63.3%
PYPL vs VEA
+145.8%
-82.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.1% | +2.3% | -2.2% | -2.4% |
| 30D | +5.7% | +0.2% | +5.5% | +5.3% |
| 3M | -1.9% | -5.3% | +3.4% | +4.0% |
| 6M | +31.8% | -0.9% | +32.7% | +31.8% |
| YTD | +2.4% | +12.2% | -9.8% | -12.8% |
| 1Y | -8.2% | +16.1% | -24.3% | -25.0% |
| 3Y | +10.2% | +73.0% | -62.8% | -43.4% |
| 5Y | -71.2% | +53.7% | -124.9% | -82.8% |
| 10Y | +49.6% | +159.3% | -109.8% | -46.3% |
| All | +63.3% | +145.8% | -82.5% | -38.0% |
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