+9.7%
PYPL vs VST
+264.2%
-254.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.6% | -10.1% | -0.5% |
| 7D | +3.9% | -9.8% | +13.7% | +4.7% |
| 30D | +7.8% | -25.1% | +33.0% | +10.6% |
| 3M | -0.7% | -11.6% | +10.9% | 0.0% |
| 6M | +28.8% | -20.9% | +49.7% | +30.7% |
| YTD | +2.4% | -22.3% | +24.7% | +3.4% |
| 1Y | -9.6% | -32.0% | +22.4% | -7.4% |
| 3Y | +9.7% | +262.4% | -252.7% | -19.0% |
| All | +9.7% | +264.2% | -254.6% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling