-11.8%
PYPL vs VIG
+57.1%
-68.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.1% |
| 7D | +1.7% | -0.4% | +2.1% | +2.4% |
| 30D | -9.7% | -2.1% | -7.7% | -6.9% |
| 3M | +29.2% | +3.3% | +25.9% | +23.2% |
| 6M | +13.9% | +9.3% | +4.6% | -0.2% |
| YTD | -8.1% | +10.1% | -18.2% | -20.4% |
| 1Y | -21.4% | +14.7% | -36.1% | -35.9% |
| 3Y | -11.8% | +56.9% | -68.8% | -58.4% |
| All | -11.8% | +57.1% | -68.9% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling