+65.4%
PYPL vs VXUS
+131.7%
-66.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.5% | -1.8% |
| 7D | +2.2% | +0.8% | +1.4% | +1.2% |
| 30D | +8.1% | -1.9% | +10.0% | +10.3% |
| 3M | +1.9% | -4.4% | +6.3% | +7.0% |
| 6M | +33.1% | -2.0% | +35.1% | +34.6% |
| YTD | +3.8% | +11.1% | -7.4% | -10.9% |
| 1Y | -8.3% | +15.1% | -23.4% | -24.4% |
| 3Y | +11.9% | +70.4% | -58.6% | -42.3% |
| 5Y | -70.4% | +47.2% | -117.6% | -81.5% |
| 10Y | +47.2% | +142.3% | -95.1% | -43.1% |
| All | +65.4% | +131.7% | -66.3% | -32.5% |
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 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