-22.1%
PYPL vs VUG
+13.3%
-35.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -11.5% | -1.7% | -9.8% | -10.2% |
| 3M | +26.1% | +2.8% | +23.3% | +23.0% |
| 6M | +13.7% | +13.6% | +0.1% | +0.4% |
| YTD | -9.8% | +8.1% | -17.9% | -14.7% |
| 1Y | -22.1% | +13.1% | -35.1% | -25.4% |
| All | -22.1% | +13.3% | -35.3% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling