+51.9%
PYPL vs VFC
-50.3%
+102.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.2% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | +3.8% | +24.6% | -20.9% | -2.2% |
| 3M | -1.3% | +38.4% | -39.7% | -9.7% |
| 6M | +29.0% | +15.3% | +13.8% | +22.8% |
| YTD | +0.7% | +12.7% | -12.0% | -4.6% |
| 1Y | -12.3% | +32.7% | -45.0% | -20.9% |
| 3Y | +7.6% | +43.7% | -36.1% | -17.0% |
| 5Y | -71.7% | -69.2% | -2.5% | -63.7% |
| All | +51.9% | -50.3% | +102.2% | +64.3% |
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