+39.0%
PYPL vs VIG
+247.5%
-208.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.8% |
| 7D | -5.9% | -2.2% | -3.7% | -3.0% |
| 30D | -9.4% | -3.2% | -6.2% | -5.3% |
| 3M | +31.3% | +3.0% | +28.3% | +26.2% |
| 6M | +19.1% | +8.1% | +11.0% | +7.2% |
| YTD | -7.9% | +9.1% | -16.9% | -18.0% |
| 1Y | -17.9% | +12.6% | -30.4% | -29.8% |
| 3Y | -11.6% | +55.4% | -67.0% | -50.2% |
| 5Y | -81.0% | +62.8% | -143.8% | -89.7% |
| All | +39.0% | +247.5% | -208.5% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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