-81.1%
PYPL vs VUG
+76.0%
-157.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.8% |
| 7D | +1.7% | +0.9% | +0.9% | +0.9% |
| 30D | -9.7% | -1.4% | -8.3% | -8.3% |
| 3M | +29.2% | +2.3% | +26.9% | +25.3% |
| 6M | +13.9% | +15.7% | -1.8% | -3.9% |
| YTD | -8.1% | +8.6% | -16.7% | -16.5% |
| 1Y | -21.4% | +14.1% | -35.4% | -32.3% |
| 3Y | -11.8% | +87.9% | -99.7% | -58.9% |
| 5Y | -81.1% | +76.3% | -157.5% | -90.6% |
| All | -81.1% | +76.0% | -157.1% | -90.6% |
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