+46.5%
PYPL vs VGT
+918.4%
-872.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.1% |
| 7D | +1.7% | +1.8% | -0.1% | 0.0% |
| 30D | -9.7% | -0.3% | -9.4% | -9.5% |
| 3M | +29.2% | +3.4% | +25.8% | +22.6% |
| 6M | +13.9% | +35.0% | -21.1% | -18.8% |
| YTD | -8.1% | +28.8% | -36.9% | -31.2% |
| 1Y | -21.4% | +38.0% | -59.4% | -45.5% |
| 3Y | -11.8% | +125.8% | -137.6% | -65.8% |
| 5Y | -81.1% | +134.7% | -215.9% | -93.0% |
| 10Y | +36.9% | +792.6% | -755.7% | -87.7% |
| All | +46.5% | +918.4% | -872.0% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VGT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling