+46.5%
PYPL vs VIVK
-100.0%
+146.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.9% | -3.3% |
| 7D | +1.7% | +13.1% | -11.3% | +1.7% |
| 30D | -9.7% | -29.7% | +19.9% | -9.6% |
| 3M | +29.2% | -93.0% | +122.2% | +30.7% |
| 6M | +13.9% | -98.0% | +111.8% | +15.7% |
| YTD | -8.1% | -97.8% | +89.7% | -7.1% |
| 1Y | -21.4% | -100.0% | +78.6% | -18.9% |
| 3Y | -11.8% | -100.0% | +88.2% | -9.7% |
| 5Y | -81.1% | -100.0% | +18.8% | -80.7% |
| 10Y | +36.9% | -100.0% | +136.9% | +32.6% |
| All | +46.5% | -100.0% | +146.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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