+9.7%
PYPL vs VFC
+39.5%
-29.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +3.9% | +11.2% | -7.3% | +1.9% |
| 30D | +7.8% | +41.5% | -33.7% | +1.2% |
| 3M | -0.7% | +38.9% | -39.6% | -6.5% |
| 6M | +28.8% | +6.1% | +22.6% | +26.3% |
| YTD | +2.4% | +14.5% | -12.2% | -1.6% |
| 1Y | -9.6% | +46.0% | -55.6% | -17.1% |
| 3Y | +9.7% | +36.4% | -26.7% | -7.4% |
| All | +9.7% | +39.5% | -29.9% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling