+63.3%
PYPL vs VTR
+100.6%
-37.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +5.7% | +5.5% | +0.2% | +4.3% |
| 3M | -1.9% | -0.9% | -1.0% | -1.8% |
| 6M | +31.8% | -0.4% | +32.2% | +31.5% |
| YTD | +2.4% | +17.0% | -14.6% | -1.9% |
| 1Y | -8.2% | +18.0% | -26.2% | -12.4% |
| 3Y | +10.2% | +127.4% | -117.2% | -11.5% |
| 5Y | -71.2% | +92.3% | -163.5% | -76.1% |
| 10Y | +49.6% | +129.6% | -80.0% | +9.3% |
| All | +63.3% | +100.6% | -37.3% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling