+61.9%
PYPL vs VUG
+417.2%
-355.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.2% |
| 7D | +1.0% | -1.2% | +2.2% | +2.1% |
| 30D | +5.9% | -8.9% | +14.7% | +17.1% |
| 3M | -0.2% | -5.9% | +5.7% | +6.2% |
| 6M | +30.3% | -3.3% | +33.6% | +33.2% |
| YTD | +1.6% | +3.4% | -1.8% | -4.1% |
| 1Y | -10.3% | +1.9% | -12.2% | -13.9% |
| 3Y | +8.5% | +76.9% | -68.4% | -48.7% |
| 5Y | -71.0% | +63.9% | -134.8% | -84.5% |
| 10Y | +46.9% | +396.2% | -349.3% | -79.5% |
| All | +61.9% | +417.2% | -355.3% | -77.9% |
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