+51.9%
PYPL vs VT
+222.7%
-170.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | -1.1% | +2.9% | -4.0% | -4.9% |
| 30D | +3.8% | -2.5% | +6.3% | +7.1% |
| 3M | -1.3% | -3.3% | +2.1% | +3.2% |
| 6M | +29.0% | +1.5% | +27.5% | +25.3% |
| YTD | +0.7% | +11.4% | -10.6% | -14.5% |
| 1Y | -12.3% | +11.9% | -24.2% | -26.1% |
| 3Y | +7.6% | +73.9% | -66.2% | -50.8% |
| 5Y | -71.7% | +57.9% | -129.6% | -84.7% |
| All | +51.9% | +222.7% | -170.8% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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