-11.8%
PYPL vs VMC
+22.8%
-34.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.7% |
| 7D | +1.7% | -0.5% | +2.3% | +1.9% |
| 30D | -9.7% | -9.1% | -0.6% | -6.7% |
| 3M | +29.2% | -4.1% | +33.4% | +30.6% |
| 6M | +13.9% | -5.5% | +19.4% | +15.1% |
| YTD | -8.1% | -8.9% | +0.8% | -7.0% |
| 1Y | -21.4% | -12.9% | -8.4% | -18.9% |
| 3Y | -11.8% | +22.1% | -34.0% | -24.8% |
| All | -11.8% | +22.8% | -34.6% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling