-18.8%
PYPL vs VMC
-8.5%
-10.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.2% |
| 7D | +2.7% | -4.3% | +7.0% | +3.5% |
| 30D | -4.9% | -8.2% | +3.4% | -3.5% |
| 3M | +28.9% | -7.0% | +35.9% | +30.5% |
| 6M | +18.2% | -10.8% | +29.0% | +19.2% |
| YTD | -5.0% | -7.4% | +2.4% | -6.1% |
| 1Y | -18.8% | -9.5% | -9.3% | -18.6% |
| All | -18.8% | -8.5% | -10.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling