+51.4%
PYPL vs VGT
+920.3%
-868.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.4% |
| 7D | +2.7% | +1.0% | +1.7% | +1.7% |
| 30D | -4.9% | +1.3% | -6.2% | -6.2% |
| 3M | +28.9% | -1.1% | +30.0% | +27.6% |
| 6M | +18.2% | +32.6% | -14.4% | -14.2% |
| YTD | -5.0% | +29.0% | -34.0% | -29.0% |
| 1Y | -18.8% | +39.7% | -58.5% | -44.4% |
| 3Y | -12.6% | +120.9% | -133.5% | -65.3% |
| 5Y | -80.8% | +133.6% | -214.3% | -92.8% |
| 10Y | +49.9% | +792.6% | -742.6% | -86.6% |
| All | +51.4% | +920.3% | -868.9% | -87.9% |
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