-81.0%
PYPL vs VTR
+90.0%
-171.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | -5.9% | -1.8% | -4.1% | -5.3% |
| 30D | -9.4% | +4.0% | -13.4% | -10.6% |
| 3M | +31.3% | +7.8% | +23.5% | +27.3% |
| 6M | +19.1% | +6.4% | +12.7% | +15.6% |
| YTD | -7.9% | +18.3% | -26.2% | -14.6% |
| 1Y | -17.9% | +33.9% | -51.8% | -28.3% |
| 3Y | -11.6% | +134.3% | -145.9% | -43.7% |
| 5Y | -81.0% | +90.3% | -171.3% | -87.3% |
| All | -81.0% | +90.0% | -171.1% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling