+50.1%
PYPL vs VST
+1,169.0%
-1,119.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | -1.2% | +10.9% | -12.1% | -3.0% |
| 30D | +6.1% | -15.6% | +21.7% | +8.6% |
| 3M | +1.1% | -7.8% | +8.8% | +1.5% |
| 6M | +32.7% | -12.0% | +44.7% | +33.7% |
| YTD | +2.8% | -16.9% | +19.7% | +3.5% |
| 1Y | -10.8% | -25.1% | +14.3% | -8.6% |
| 3Y | +9.8% | +297.1% | -287.2% | -30.6% |
| 5Y | -70.2% | +641.9% | -712.1% | -84.2% |
| 10Y | +50.1% | +1,142.3% | -1,092.2% | -28.8% |
| All | +50.1% | +1,169.0% | -1,119.0% | -28.8% |
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