+51.9%
PYPL vs VST
+1,153.0%
-1,101.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -1.1% | +19.2% | -20.3% | -4.1% |
| 30D | +3.8% | -17.2% | +20.9% | +6.5% |
| 3M | -1.3% | -8.1% | +6.9% | -0.8% |
| 6M | +29.0% | -8.1% | +37.2% | +29.0% |
| YTD | +0.7% | -16.3% | +17.0% | +1.3% |
| 1Y | -12.3% | -24.1% | +11.8% | -10.4% |
| 3Y | +7.6% | +300.2% | -292.6% | -32.0% |
| 5Y | -71.7% | +645.9% | -717.6% | -84.9% |
| All | +51.9% | +1,153.0% | -1,101.1% | -26.2% |
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