+65.4%
PYPL vs VFC
-57.2%
+122.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.7% |
| 7D | +2.2% | +7.7% | -5.5% | +0.1% |
| 30D | +8.1% | +39.2% | -31.1% | -1.4% |
| 3M | +1.9% | +40.3% | -38.4% | -7.4% |
| 6M | +33.1% | +11.4% | +21.7% | +27.6% |
| YTD | +3.8% | +17.5% | -13.8% | -3.1% |
| 1Y | -8.3% | +45.9% | -54.2% | -19.8% |
| 3Y | +11.9% | +47.3% | -35.5% | -15.0% |
| 5Y | -70.4% | -67.2% | -3.2% | -62.4% |
| 10Y | +47.2% | -46.1% | +93.3% | +39.3% |
| All | +65.4% | -57.2% | +122.6% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling