+51.4%
PYPL vs VUG
+445.3%
-393.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.5% |
| 7D | +2.7% | -0.1% | +2.8% | +2.9% |
| 30D | -4.9% | -0.3% | -4.6% | -4.5% |
| 3M | +28.9% | -0.7% | +29.6% | +29.0% |
| 6M | +18.2% | +14.6% | +3.6% | -0.8% |
| YTD | -5.0% | +9.0% | -14.1% | -15.0% |
| 1Y | -18.8% | +14.9% | -33.7% | -31.8% |
| 3Y | -12.6% | +86.0% | -98.6% | -60.7% |
| 5Y | -80.8% | +76.7% | -157.5% | -90.6% |
| 10Y | +49.9% | +411.3% | -361.4% | -79.6% |
| All | +51.4% | +445.3% | -393.9% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling