+38.8%
PYPL vs VMC
+146.8%
-108.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.6% |
| 7D | -4.3% | -5.3% | +1.0% | -2.3% |
| 30D | -11.5% | -12.3% | +0.8% | -7.0% |
| 3M | +26.1% | -10.3% | +36.4% | +31.0% |
| 6M | +13.7% | -8.6% | +22.2% | +16.7% |
| YTD | -9.8% | -11.9% | +2.0% | -6.8% |
| 1Y | -22.1% | -13.9% | -8.1% | -18.8% |
| 3Y | -13.5% | +18.2% | -31.7% | -21.5% |
| 5Y | -81.6% | +47.7% | -129.4% | -84.7% |
| 10Y | +38.8% | +152.5% | -113.7% | -5.7% |
| All | +38.8% | +146.8% | -108.0% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling