-81.1%
PYPL vs VSH
+65.5%
-146.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +1.7% | +6.2% | -4.5% | +0.2% |
| 30D | -9.7% | -11.1% | +1.4% | -7.3% |
| 3M | +29.2% | -44.9% | +74.1% | +46.9% |
| 6M | +13.9% | +90.0% | -76.1% | -18.2% |
| YTD | -8.1% | +118.8% | -126.9% | -38.5% |
| 1Y | -21.4% | +109.0% | -130.4% | -47.0% |
| 3Y | -11.8% | +35.6% | -47.5% | -30.8% |
| 5Y | -81.1% | +66.7% | -147.9% | -88.0% |
| All | -81.1% | +65.5% | -146.7% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling