+38.8%
PYPL vs VSH
+172.7%
-133.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -4.3% | +3.5% | -7.9% | -5.4% |
| 30D | -11.5% | -4.4% | -7.1% | -10.4% |
| 3M | +26.1% | -45.8% | +72.0% | +47.9% |
| 6M | +13.7% | +90.1% | -76.5% | -19.9% |
| YTD | -9.8% | +120.3% | -130.2% | -41.0% |
| 1Y | -22.1% | +112.2% | -134.3% | -48.8% |
| 3Y | -13.5% | +36.6% | -50.1% | -35.5% |
| 5Y | -81.6% | +67.0% | -148.6% | -87.7% |
| 10Y | +38.8% | +179.5% | -140.7% | -26.9% |
| All | +38.8% | +172.7% | -133.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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