-33.3%
PYPL vs VG
-49.4%
+16.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.2% |
| 7D | +1.0% | -7.7% | +8.7% | +1.3% |
| 30D | +5.9% | -8.8% | +14.7% | +6.1% |
| 3M | -0.2% | -15.6% | +15.4% | +0.3% |
| 6M | +30.3% | +5.2% | +25.1% | +28.6% |
| YTD | +1.6% | +76.9% | -75.3% | -6.6% |
| 1Y | -10.3% | +42.5% | -52.8% | -15.7% |
| All | -33.3% | -49.4% | +16.1% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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