-70.4%
PYPL vs VUG
+61.3%
-131.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | -1.5% |
| 7D | +2.2% | +0.5% | +1.7% | +1.4% |
| 30D | +8.1% | -8.2% | +16.3% | +17.6% |
| 3M | +1.9% | -5.4% | +7.4% | +7.3% |
| 6M | +33.1% | -2.5% | +35.7% | +34.9% |
| YTD | +3.8% | +4.2% | -0.4% | -2.2% |
| 1Y | -8.3% | +5.0% | -13.3% | -14.4% |
| 3Y | +11.9% | +81.7% | -69.9% | -46.3% |
| 5Y | -70.4% | +62.5% | -133.0% | -84.1% |
| All | -70.4% | +61.3% | -131.8% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling