-12.3%
PYPL vs VTRS
+84.5%
-96.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -2.3% | -2.2% | -0.1% | -1.6% |
| 30D | -9.0% | +3.3% | -12.3% | -9.8% |
| 3M | +30.6% | +2.0% | +28.6% | +29.6% |
| 6M | +18.6% | +19.9% | -1.4% | +11.5% |
| YTD | -7.2% | +35.7% | -42.9% | -16.5% |
| 1Y | -19.3% | +68.1% | -87.3% | -32.6% |
| 3Y | -12.3% | +87.1% | -99.4% | -37.7% |
| All | -12.3% | +84.5% | -96.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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