+63.3%
PYPL vs VGT
+836.5%
-773.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.3% |
| 7D | +0.1% | +2.5% | -2.4% | -2.4% |
| 30D | +5.7% | -9.5% | +15.2% | +15.0% |
| 3M | -1.9% | -9.5% | +7.6% | +6.4% |
| 6M | +31.8% | -1.8% | +33.6% | +28.7% |
| YTD | +2.4% | +18.4% | -16.0% | -18.0% |
| 1Y | -8.2% | +18.7% | -27.0% | -27.0% |
| 3Y | +10.2% | +103.8% | -93.6% | -53.4% |
| 5Y | -71.2% | +104.4% | -175.6% | -87.8% |
| 10Y | +49.6% | +716.9% | -667.3% | -85.6% |
| All | +63.3% | +836.5% | -773.2% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling