+43.7%
PYPL vs VTRS
-70.1%
+113.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -4.3% | -3.5% | -0.9% | -3.5% |
| 30D | -11.5% | +2.1% | -13.6% | -11.8% |
| 3M | +26.1% | +2.6% | +23.5% | +25.2% |
| 6M | +13.7% | +17.8% | -4.1% | +8.6% |
| YTD | -9.8% | +35.7% | -45.5% | -17.3% |
| 1Y | -22.1% | +63.5% | -85.5% | -32.1% |
| 3Y | -13.5% | +85.1% | -98.6% | -28.4% |
| 5Y | -81.6% | +42.5% | -124.1% | -84.2% |
| 10Y | +38.8% | -48.2% | +87.0% | +34.5% |
| All | +43.7% | -70.1% | +113.8% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling