+38.8%
PYPL vs VUG
+410.7%
-371.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -11.5% | -1.7% | -9.8% | -9.6% |
| 3M | +26.1% | +2.8% | +23.3% | +21.2% |
| 6M | +13.7% | +13.6% | +0.1% | -3.5% |
| YTD | -9.8% | +8.1% | -17.9% | -18.4% |
| 1Y | -22.1% | +13.1% | -35.1% | -33.2% |
| 3Y | -13.5% | +87.0% | -100.5% | -61.4% |
| 5Y | -81.6% | +76.0% | -157.6% | -91.0% |
| 10Y | +38.8% | +420.5% | -381.7% | -81.5% |
| All | +38.8% | +410.7% | -371.9% | -81.5% |
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