+51.4%
PYPL vs VMC
+241.6%
-190.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.4% |
| 7D | +2.7% | -4.3% | +7.0% | +4.4% |
| 30D | -4.9% | -8.2% | +3.4% | -1.8% |
| 3M | +28.9% | -7.0% | +35.9% | +32.0% |
| 6M | +18.2% | -10.8% | +29.0% | +22.6% |
| YTD | -5.0% | -7.4% | +2.4% | -3.7% |
| 1Y | -18.8% | -9.5% | -9.3% | -17.1% |
| 3Y | -12.6% | +20.5% | -33.0% | -21.3% |
| 5Y | -80.8% | +51.6% | -132.3% | -84.2% |
| 10Y | +49.9% | +150.0% | -100.1% | -2.7% |
| All | +51.4% | +241.6% | -190.2% | -16.1% |
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