+65.4%
PYPL vs VSH
+183.4%
-118.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +13.4% | -12.1% | -2.7% |
| 7D | +2.2% | +3.5% | -1.3% | +0.2% |
| 30D | +8.1% | -22.4% | +30.6% | +14.8% |
| 3M | +1.9% | -25.2% | +27.1% | +8.4% |
| 6M | +33.1% | -22.5% | +55.7% | +29.3% |
| YTD | +3.8% | +84.2% | -80.4% | -30.4% |
| 1Y | -8.3% | +87.1% | -95.4% | -39.1% |
| 3Y | +11.9% | +31.7% | -19.8% | -20.0% |
| 5Y | -70.4% | +42.6% | -113.0% | -79.9% |
| 10Y | +47.2% | +116.6% | -69.4% | -24.4% |
| All | +65.4% | +183.4% | -118.0% | -28.3% |
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