+10.2%
PYPL vs VXUS
+69.0%
-58.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.1% | +2.1% | -2.1% | -1.7% |
| 30D | +5.7% | -1.1% | +6.8% | +6.6% |
| 3M | -1.9% | -5.6% | +3.7% | +3.1% |
| 6M | +31.8% | -2.3% | +34.1% | +33.6% |
| YTD | +2.4% | +10.4% | -7.9% | -10.5% |
| 1Y | -8.2% | +13.1% | -21.3% | -22.2% |
| 3Y | +10.2% | +68.0% | -57.8% | -45.5% |
| All | +10.2% | +69.0% | -58.8% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 3y: compounded portfolio wealth divided by compounded VXUS 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…
3y analysis · Full analysis span regression · 6 months rolling