-81.6%
PYPL vs VSXY
+37.4%
-119.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.4% |
| 7D | +2.7% | -14.0% | +16.7% | +4.9% |
| 30D | -4.9% | -15.9% | +11.0% | -2.6% |
| 3M | +28.9% | +3.4% | +25.5% | +27.5% |
| 6M | +18.2% | +25.9% | -7.7% | +10.6% |
| YTD | -5.0% | +39.5% | -44.5% | -13.7% |
| 1Y | -18.8% | +194.4% | -213.2% | -37.0% |
| 3Y | -12.6% | +281.4% | -294.0% | -41.2% |
| 5Y | -80.8% | +12.8% | -93.6% | -84.6% |
| All | -81.6% | +37.4% | -119.0% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling