+38.8%
PYPL vs VFC
-69.4%
+108.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.3% |
| 7D | -4.3% | -2.3% | -2.0% | -3.8% |
| 30D | -11.5% | -13.4% | +1.9% | -8.1% |
| 3M | +26.1% | -23.7% | +49.8% | +34.3% |
| 6M | +13.7% | -24.5% | +38.1% | +20.7% |
| YTD | -9.8% | -27.8% | +18.0% | -3.8% |
| 1Y | -22.1% | -13.5% | -8.6% | -21.8% |
| 3Y | -13.5% | -27.1% | +13.6% | -19.8% |
| 5Y | -81.6% | -79.0% | -2.6% | -74.0% |
| 10Y | +38.8% | -68.7% | +107.5% | +70.1% |
| All | +38.8% | -69.4% | +108.2% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling