+43.7%
PYPL vs VNQ
+94.7%
-51.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.1% |
| 7D | -4.3% | -0.9% | -3.5% | -3.6% |
| 30D | -11.5% | -2.2% | -9.2% | -9.8% |
| 3M | +26.1% | -1.9% | +28.1% | +28.3% |
| 6M | +13.7% | +3.2% | +10.4% | +10.7% |
| YTD | -9.8% | +9.4% | -19.2% | -16.2% |
| 1Y | -22.1% | +7.5% | -29.6% | -26.6% |
| 3Y | -13.5% | +31.1% | -44.6% | -30.7% |
| 5Y | -81.6% | +6.6% | -88.2% | -82.7% |
| 10Y | +38.8% | +63.9% | -25.2% | -5.8% |
| All | +43.7% | +94.7% | -51.0% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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