-73.6%
PYPL vs VT
+53.2%
-126.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +3.9% |
| 7D | +3.5% | -4.2% | +7.7% | +9.9% |
| 30D | +8.0% | -5.8% | +13.8% | +17.4% |
| 3M | +2.0% | -5.2% | +7.3% | +10.0% |
| 6M | +27.6% | +0.1% | +27.4% | +25.6% |
| YTD | +1.9% | +8.2% | -6.3% | -11.6% |
| 1Y | -12.4% | +10.1% | -22.5% | -26.1% |
| 3Y | +6.3% | +69.7% | -63.4% | -55.7% |
| 5Y | -73.6% | +53.4% | -127.0% | -86.6% |
| All | -73.6% | +53.2% | -126.8% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling