+51.4%
PYPL vs VO
+208.9%
-157.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | +2.7% | -0.3% | +2.9% | +3.1% |
| 30D | -4.9% | -0.3% | -4.6% | -4.4% |
| 3M | +28.9% | +2.9% | +25.9% | +24.4% |
| 6M | +18.2% | +9.3% | +8.9% | +5.7% |
| YTD | -5.0% | +14.2% | -19.2% | -19.6% |
| 1Y | -18.8% | +15.3% | -34.1% | -31.9% |
| 3Y | -12.6% | +56.2% | -68.8% | -48.9% |
| 5Y | -80.8% | +42.4% | -123.2% | -87.1% |
| 10Y | +49.9% | +194.7% | -144.8% | -54.1% |
| All | +51.4% | +208.9% | -157.5% | -54.5% |
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