+50.1%
PYPL vs VST
+1,046.2%
-996.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.3% | -5.9% | +0.2% |
| 7D | +2.2% | -0.5% | +2.7% | +1.8% |
| 30D | +8.1% | -17.1% | +25.2% | +10.9% |
| 3M | +1.9% | -4.6% | +6.5% | +1.8% |
| 6M | +33.1% | -9.1% | +42.2% | +33.2% |
| YTD | +3.8% | -16.6% | +20.4% | +4.4% |
| 1Y | -8.3% | -29.5% | +21.2% | -5.1% |
| 3Y | +11.9% | +297.5% | -285.7% | -28.7% |
| 5Y | -70.4% | +654.5% | -725.0% | -84.1% |
| 10Y | +47.2% | +1,205.2% | -1,158.1% | -26.6% |
| All | +50.1% | +1,046.2% | -996.0% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling