+63.3%
PYPL vs VMC
+263.0%
-199.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.9% |
| 7D | +0.1% | -1.3% | +1.3% | +0.6% |
| 30D | +5.7% | +15.5% | -9.8% | -0.2% |
| 3M | -1.9% | +0.6% | -2.5% | -2.4% |
| 6M | +31.8% | +2.1% | +29.8% | +29.8% |
| YTD | +2.4% | -1.6% | +4.0% | +1.3% |
| 1Y | -8.2% | -1.2% | -7.1% | -9.4% |
| 3Y | +10.2% | +35.3% | -25.1% | -5.3% |
| 5Y | -71.2% | +43.6% | -114.8% | -76.1% |
| 10Y | +49.6% | +126.7% | -77.2% | +1.3% |
| All | +63.3% | +263.0% | -199.8% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling