+63.8%
PYPL vs VSH
+212.7%
-148.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.8% | -7.6% | -1.4% |
| 7D | -1.2% | +12.8% | -14.0% | -5.4% |
| 30D | +6.1% | -9.0% | +15.1% | +7.3% |
| 3M | +1.1% | -12.2% | +13.3% | +2.3% |
| 6M | +32.7% | -15.9% | +48.7% | +25.9% |
| YTD | +2.8% | +103.2% | -100.5% | -33.1% |
| 1Y | -10.8% | +108.4% | -119.2% | -42.7% |
| 3Y | +9.8% | +41.6% | -31.7% | -22.9% |
| 5Y | -70.2% | +54.6% | -124.8% | -80.3% |
| 10Y | +50.1% | +138.2% | -88.1% | -25.2% |
| All | +63.8% | +212.7% | -148.8% | -31.1% |
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