+63.8%
PYPL vs VO
+211.0%
-147.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.4% |
| 7D | -1.2% | +0.2% | -1.4% | -1.6% |
| 30D | +6.1% | +2.0% | +4.1% | +3.4% |
| 3M | +1.1% | -0.3% | +1.4% | +1.4% |
| 6M | +32.7% | +7.3% | +25.5% | +21.5% |
| YTD | +2.8% | +15.0% | -12.2% | -13.9% |
| 1Y | -10.8% | +14.7% | -25.5% | -25.0% |
| 3Y | +9.8% | +67.3% | -57.5% | -41.1% |
| 5Y | -70.2% | +38.8% | -109.0% | -79.4% |
| 10Y | +50.1% | +201.6% | -151.5% | -55.2% |
| All | +63.8% | +211.0% | -147.2% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling