+46.5%
PYPL vs VTR
+101.5%
-55.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +1.7% | -2.4% | +4.1% | +2.3% |
| 30D | -9.7% | -3.7% | -6.0% | -8.9% |
| 3M | +29.2% | +13.5% | +15.7% | +25.3% |
| 6M | +13.9% | +7.2% | +6.7% | +11.6% |
| YTD | -8.1% | +17.6% | -25.7% | -12.0% |
| 1Y | -21.4% | +35.4% | -56.8% | -27.5% |
| 3Y | -11.8% | +132.8% | -144.7% | -29.5% |
| 5Y | -81.1% | +88.7% | -169.8% | -84.3% |
| 10Y | +36.9% | +87.6% | -50.7% | +4.0% |
| All | +46.5% | +101.5% | -55.0% | +4.0% |
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