+65.4%
PYPL vs VO
+207.3%
-141.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | -2.0% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +8.1% | +0.5% | +7.6% | +7.3% |
| 3M | +1.9% | -1.0% | +2.9% | +3.2% |
| 6M | +33.1% | +6.4% | +26.7% | +23.1% |
| YTD | +3.8% | +13.6% | -9.8% | -11.7% |
| 1Y | -8.3% | +14.5% | -22.8% | -22.8% |
| 3Y | +11.9% | +67.2% | -55.4% | -40.0% |
| 5Y | -70.4% | +36.1% | -106.5% | -79.1% |
| 10Y | +47.2% | +199.3% | -152.2% | -55.6% |
| All | +65.4% | +207.3% | -141.9% | -50.0% |
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