+51.4%
PYPL vs VFC
-72.6%
+124.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.7% |
| 7D | +2.7% | -1.6% | +4.3% | +3.1% |
| 30D | -4.9% | -11.6% | +6.7% | -1.8% |
| 3M | +28.9% | -18.1% | +47.0% | +34.9% |
| 6M | +18.2% | -27.4% | +45.6% | +27.2% |
| YTD | -5.0% | -24.8% | +19.8% | +0.4% |
| 1Y | -18.8% | -8.2% | -10.6% | -19.9% |
| 3Y | -12.6% | -29.1% | +16.5% | -18.1% |
| 5Y | -80.8% | -79.2% | -1.6% | -72.3% |
| 10Y | +49.9% | -68.1% | +118.0% | +66.7% |
| All | +51.4% | -72.6% | +124.0% | +75.1% |
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 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