+51.4%
PYPL vs VXUS
+145.7%
-94.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.6% |
| 7D | +2.7% | +1.0% | +1.7% | +1.5% |
| 30D | -4.9% | +2.2% | -7.1% | -7.2% |
| 3M | +28.9% | +3.0% | +25.9% | +23.8% |
| 6M | +18.2% | +10.7% | +7.6% | +3.2% |
| YTD | -5.0% | +17.8% | -22.9% | -23.5% |
| 1Y | -18.8% | +27.6% | -46.4% | -40.5% |
| 3Y | -12.6% | +73.3% | -85.9% | -55.5% |
| 5Y | -80.8% | +54.3% | -135.1% | -88.6% |
| 10Y | +49.9% | +149.8% | -99.9% | -44.5% |
| All | +51.4% | +145.7% | -94.3% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling