+50.1%
PYPL vs VMC
+129.3%
-79.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -1.2% | -4.3% | +3.1% | +0.5% |
| 30D | +6.1% | +16.2% | -10.1% | -0.1% |
| 3M | +1.1% | -0.8% | +1.9% | +1.1% |
| 6M | +32.7% | +1.2% | +31.6% | +31.2% |
| YTD | +2.8% | +0.5% | +2.3% | +0.8% |
| 1Y | -10.8% | -2.9% | -7.9% | -11.3% |
| 3Y | +9.8% | +37.3% | -27.5% | -6.4% |
| 5Y | -70.2% | +48.8% | -119.0% | -75.7% |
| 10Y | +50.1% | +131.4% | -81.4% | -0.2% |
| All | +50.1% | +129.3% | -79.2% | -0.2% |
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