-19.0%
PYPL vs VFC
-6.8%
-12.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.6% | -3.6% |
| 7D | +2.4% | -1.6% | +4.0% | +2.7% |
| 30D | -5.1% | -11.6% | +6.5% | -3.4% |
| 3M | +28.6% | -18.1% | +46.7% | +31.9% |
| 6M | +17.9% | -27.4% | +45.3% | +22.5% |
| YTD | -5.3% | -24.8% | +19.6% | -3.0% |
| 1Y | -19.0% | -8.2% | -10.8% | -22.1% |
| All | -19.0% | -6.8% | -12.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling