-81.0%
PYPL vs VST
+761.6%
-842.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.6% | -3.6% |
| 7D | +2.7% | +8.9% | -6.2% | +1.4% |
| 30D | -4.9% | +6.2% | -11.1% | -5.8% |
| 3M | +28.9% | -2.7% | +31.6% | +28.9% |
| 6M | +18.2% | -8.4% | +26.6% | +18.7% |
| YTD | -5.0% | -7.2% | +2.2% | -5.3% |
| 1Y | -18.8% | -20.9% | +2.1% | -17.6% |
| 3Y | -12.6% | +384.0% | -396.6% | -48.9% |
| All | -81.0% | +761.6% | -842.6% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling