-71.8%
PYPL vs VMC
+42.8%
-114.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +2.0% |
| 7D | +0.1% | -1.3% | +1.3% | +0.8% |
| 30D | +5.7% | +15.5% | -9.8% | -2.6% |
| 3M | -1.9% | +0.6% | -2.5% | -2.6% |
| 6M | +31.8% | +2.1% | +29.8% | +28.7% |
| YTD | +2.4% | -1.6% | +4.0% | 0.0% |
| 1Y | -8.2% | -1.2% | -7.1% | -10.8% |
| 3Y | +10.2% | +35.3% | -25.1% | -18.2% |
| All | -71.8% | +42.8% | -114.6% | -81.0% |
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