+38.8%
PYPL vs VO
+193.0%
-154.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -0.9% |
| 7D | -4.3% | -0.6% | -3.7% | -3.6% |
| 30D | -11.5% | -1.9% | -9.5% | -9.1% |
| 3M | +26.1% | +3.3% | +22.9% | +21.2% |
| 6M | +13.7% | +9.7% | +4.0% | +1.1% |
| YTD | -9.8% | +12.6% | -22.5% | -22.5% |
| 1Y | -22.1% | +13.6% | -35.7% | -33.6% |
| 3Y | -13.5% | +56.8% | -70.3% | -50.0% |
| 5Y | -81.6% | +42.3% | -123.9% | -87.7% |
| 10Y | +38.8% | +199.2% | -160.4% | -54.9% |
| All | +38.8% | +193.0% | -154.2% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling