-14.8%
PYPL vs VGT
+123.6%
-138.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -4.3% | +1.5% | -5.8% | -5.1% |
| 30D | -11.5% | +0.5% | -12.0% | -11.7% |
| 3M | +26.1% | +5.3% | +20.9% | +21.2% |
| 6M | +13.7% | +32.4% | -18.8% | -7.1% |
| YTD | -9.8% | +28.6% | -38.4% | -24.7% |
| 1Y | -22.1% | +37.6% | -59.7% | -37.8% |
| All | -14.8% | +123.6% | -138.4% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling