-82.0%
PYPL vs VSXY
+37.5%
-119.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -9.0% | -18.7% | +9.6% | -6.4% |
| 3M | +30.6% | -4.0% | +34.6% | +30.7% |
| 6M | +18.6% | +67.5% | -48.9% | +5.6% |
| YTD | -7.2% | +39.7% | -46.8% | -15.7% |
| 1Y | -19.3% | +180.0% | -199.2% | -36.7% |
| 3Y | -12.3% | +337.3% | -349.6% | -42.9% |
| 5Y | -80.9% | +22.7% | -103.6% | -84.7% |
| All | -82.0% | +37.5% | -119.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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