+10.2%
PYPL vs VTR
+130.0%
-119.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +5.7% | +5.5% | +0.2% | +4.9% |
| 3M | -1.9% | -0.9% | -1.0% | -1.8% |
| 6M | +31.8% | -0.4% | +32.2% | +31.9% |
| YTD | +2.4% | +17.0% | -14.6% | +0.4% |
| 1Y | -8.2% | +18.0% | -26.2% | -10.3% |
| 3Y | +10.2% | +127.4% | -117.2% | -16.8% |
| All | +10.2% | +130.0% | -119.8% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling