+51.4%
PYPL vs VSH
+240.1%
-188.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.5% | -4.5% |
| 7D | +2.7% | +4.1% | -1.4% | +1.3% |
| 30D | -4.9% | -4.2% | -0.7% | -4.1% |
| 3M | +28.9% | -50.0% | +78.9% | +55.8% |
| 6M | +18.2% | +80.2% | -61.9% | -15.2% |
| YTD | -5.0% | +121.1% | -126.1% | -38.2% |
| 1Y | -18.8% | +112.0% | -130.8% | -46.9% |
| 3Y | -12.6% | +22.5% | -35.1% | -31.9% |
| 5Y | -80.8% | +64.0% | -144.8% | -87.1% |
| 10Y | +49.9% | +170.4% | -120.5% | -26.7% |
| All | +51.4% | +240.1% | -188.7% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling