-80.8%
PYPL vs VRSK
-11.9%
-68.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | -5.9% | -7.7% | +1.8% | -1.9% |
| 30D | -9.4% | -2.8% | -6.6% | -8.4% |
| 3M | +31.3% | -3.7% | +35.0% | +32.7% |
| 6M | +19.1% | -12.8% | +31.9% | +26.5% |
| YTD | -7.9% | -21.0% | +13.1% | +4.4% |
| 1Y | -17.9% | -32.5% | +14.6% | +1.6% |
| 3Y | -11.6% | -26.5% | +14.9% | -0.5% |
| All | -80.8% | -11.9% | -68.8% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 5y: compounded portfolio wealth divided by compounded VRSK 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…
5y analysis · Full analysis span regression · 6 months rolling