-11.8%
PYPL vs VSH
+32.2%
-44.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +1.7% | +6.2% | -4.5% | +0.8% |
| 30D | -9.7% | -11.1% | +1.4% | -8.2% |
| 3M | +29.2% | -44.9% | +74.1% | +41.1% |
| 6M | +13.9% | +90.0% | -76.1% | -10.9% |
| YTD | -8.1% | +118.8% | -126.9% | -31.9% |
| 1Y | -21.4% | +109.0% | -130.4% | -41.4% |
| 3Y | -11.8% | +35.6% | -47.5% | -23.6% |
| All | -11.8% | +32.2% | -44.1% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling