-81.1%
PYPL vs VMC
+52.4%
-133.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.3% |
| 7D | +1.7% | -0.5% | +2.3% | +2.0% |
| 30D | -9.7% | -9.1% | -0.6% | -5.1% |
| 3M | +29.2% | -4.1% | +33.4% | +31.2% |
| 6M | +13.9% | -5.5% | +19.4% | +15.7% |
| YTD | -8.1% | -8.9% | +0.8% | -6.1% |
| 1Y | -21.4% | -12.9% | -8.4% | -17.7% |
| 3Y | -11.8% | +22.1% | -34.0% | -29.7% |
| 5Y | -81.1% | +52.7% | -133.9% | -87.6% |
| All | -81.1% | +52.4% | -133.6% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling