+45.1%
PYPL vs VST
+1,112.0%
-1,066.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.6% | -10.1% | -1.3% |
| 7D | +3.9% | -9.8% | +13.7% | +5.3% |
| 30D | +7.8% | -25.1% | +33.0% | +12.5% |
| 3M | -0.7% | -11.6% | +10.9% | +0.5% |
| 6M | +28.8% | -20.9% | +49.7% | +32.1% |
| YTD | +2.4% | -22.3% | +24.7% | +4.3% |
| 1Y | -9.6% | -32.0% | +22.4% | -5.9% |
| 3Y | +9.7% | +262.4% | -252.7% | -29.3% |
| 5Y | -73.5% | +563.4% | -636.8% | -85.5% |
| All | +45.1% | +1,112.0% | -1,066.9% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling