+51.4%
PYPL vs VT
+234.7%
-183.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | +0.4% | +2.2% | +2.1% |
| 30D | -4.9% | +1.0% | -5.9% | -6.1% |
| 3M | +28.9% | +2.4% | +26.5% | +24.4% |
| 6M | +18.2% | +12.0% | +6.2% | +0.5% |
| YTD | -5.0% | +15.3% | -20.4% | -22.4% |
| 1Y | -18.8% | +22.6% | -41.4% | -38.8% |
| 3Y | -12.6% | +74.7% | -87.3% | -58.8% |
| 5Y | -80.8% | +66.1% | -146.9% | -90.0% |
| 10Y | +49.9% | +225.0% | -175.1% | -63.3% |
| All | +51.4% | +234.7% | -183.3% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling