-19.0%
PYPL vs VYM
+21.4%
-40.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | +2.4% | 0.0% | +2.4% | +2.5% |
| 30D | -5.1% | -0.5% | -4.6% | -4.7% |
| 3M | +28.6% | +3.0% | +25.5% | +25.4% |
| 6M | +17.9% | +8.2% | +9.7% | +9.7% |
| YTD | -5.3% | +15.8% | -21.1% | -19.4% |
| 1Y | -19.0% | +20.8% | -39.9% | -34.0% |
| All | -19.0% | +21.4% | -40.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling