+63.2%
PYPL vs VXUS
+125.3%
-62.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.3% |
| 7D | +3.9% | -1.8% | +5.7% | +6.0% |
| 30D | +7.8% | -4.6% | +12.4% | +13.5% |
| 3M | -0.7% | -6.1% | +5.4% | +6.5% |
| 6M | +28.8% | -4.9% | +33.7% | +34.7% |
| YTD | +2.4% | +8.1% | -5.7% | -9.2% |
| 1Y | -9.6% | +12.1% | -21.7% | -23.2% |
| 3Y | +9.7% | +63.9% | -54.2% | -40.8% |
| 5Y | -73.5% | +43.1% | -116.6% | -82.8% |
| 10Y | +46.5% | +139.2% | -92.8% | -42.3% |
| All | +63.2% | +125.3% | -62.1% | -31.3% |
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