-81.1%
PYPL vs VFC
-78.3%
-2.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.4% | -2.8% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | -9.7% | -11.9% | +2.2% | -7.0% |
| 3M | +29.2% | -20.2% | +49.4% | +35.5% |
| 6M | +13.9% | -23.0% | +36.9% | +19.9% |
| YTD | -8.1% | -26.2% | +18.1% | -2.9% |
| 1Y | -21.4% | -13.3% | -8.1% | -21.2% |
| 3Y | -11.8% | -25.5% | +13.7% | -18.7% |
| 5Y | -81.1% | -78.1% | -3.0% | -66.0% |
| All | -81.1% | -78.3% | -2.8% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling