-19.0%
PYPL vs VST
-20.6%
+1.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.4% |
| 7D | +2.4% | +8.9% | -6.5% | +2.0% |
| 30D | -5.1% | +6.2% | -11.3% | -5.4% |
| 3M | +28.6% | -2.7% | +31.3% | +28.2% |
| 6M | +17.9% | -8.4% | +26.3% | +17.6% |
| YTD | -5.3% | -7.2% | +1.9% | -5.7% |
| 1Y | -19.0% | -20.9% | +1.9% | -18.0% |
| All | -19.0% | -20.6% | +1.6% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling