+46.5%
PYPL vs VYM
+240.2%
-193.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -9.7% | -1.3% | -8.5% | -8.4% |
| 3M | +29.2% | +4.1% | +25.2% | +23.5% |
| 6M | +13.9% | +9.8% | +4.1% | +2.2% |
| YTD | -8.1% | +15.3% | -23.4% | -22.3% |
| 1Y | -21.4% | +20.0% | -41.4% | -36.5% |
| 3Y | -11.8% | +66.2% | -78.1% | -50.0% |
| 5Y | -81.1% | +77.5% | -158.7% | -89.8% |
| 10Y | +36.9% | +201.7% | -164.8% | -59.1% |
| All | +46.5% | +240.2% | -193.8% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling