+61.9%
PYPL vs VIG
+293.7%
-231.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.5% |
| 7D | +1.0% | +1.0% | 0.0% | -0.4% |
| 30D | +5.9% | +4.5% | +1.3% | -0.4% |
| 3M | -0.2% | +2.1% | -2.3% | -3.0% |
| 6M | +30.3% | +10.5% | +19.8% | +14.0% |
| YTD | +1.6% | +15.1% | -13.5% | -15.9% |
| 1Y | -10.3% | +16.9% | -27.2% | -27.2% |
| 3Y | +8.5% | +65.6% | -57.0% | -43.7% |
| 5Y | -71.0% | +64.4% | -135.3% | -84.4% |
| 10Y | +46.9% | +260.6% | -213.7% | -69.7% |
| All | +61.9% | +293.7% | -231.7% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling