+40.1%
PYPL vs VGT
+820.0%
-779.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | -0.4% |
| 7D | -2.3% | -0.2% | -2.1% | -2.1% |
| 30D | -9.0% | -0.4% | -8.6% | -8.7% |
| 3M | +30.6% | +4.4% | +26.2% | +22.7% |
| 6M | +18.6% | +32.1% | -13.5% | -13.5% |
| YTD | -7.2% | +28.8% | -36.0% | -30.4% |
| 1Y | -19.3% | +35.3% | -54.6% | -42.8% |
| 3Y | -12.3% | +124.8% | -137.0% | -65.9% |
| 5Y | -80.9% | +137.9% | -218.8% | -93.0% |
| All | +40.1% | +820.0% | -779.9% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling