+47.4%
PYPL vs VST
+866.2%
-818.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.1% | -1.0% |
| 7D | +3.5% | -19.9% | +23.4% | +7.1% |
| 30D | +8.0% | -29.7% | +37.6% | +13.9% |
| 3M | +2.0% | -19.6% | +21.6% | +4.9% |
| 6M | +27.6% | -29.4% | +57.0% | +33.4% |
| YTD | +1.9% | -29.7% | +31.6% | +5.6% |
| 1Y | -12.4% | -40.0% | +27.6% | -6.7% |
| 3Y | +6.3% | +231.0% | -224.7% | -30.0% |
| 5Y | -73.6% | +500.1% | -573.7% | -85.2% |
| 10Y | +45.8% | +1,004.2% | -958.4% | -25.1% |
| All | +47.4% | +866.2% | -818.8% | -24.6% |
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