+51.9%
PYPL vs VUG
+402.9%
-351.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.7% |
| 7D | -1.1% | +4.4% | -5.5% | -6.0% |
| 30D | +3.8% | -7.3% | +11.1% | +12.6% |
| 3M | -1.3% | -4.2% | +3.0% | +3.0% |
| 6M | +29.0% | -1.6% | +30.6% | +29.3% |
| YTD | +0.7% | +4.9% | -4.1% | -6.5% |
| 1Y | -12.3% | +3.8% | -16.1% | -17.6% |
| 3Y | +7.6% | +79.4% | -71.8% | -50.1% |
| 5Y | -71.7% | +63.9% | -135.6% | -85.0% |
| All | +51.9% | +402.9% | -351.0% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling