+376.8%
V vs PYPL
+39.1%
+337.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.6% |
| 7D | -1.1% | +1.7% | -2.8% | -1.7% |
| 30D | +1.9% | -9.7% | +11.6% | +4.8% |
| 3M | +15.5% | +29.2% | -13.7% | +4.7% |
| 6M | +16.6% | +13.9% | +2.7% | +10.0% |
| YTD | +5.7% | -8.1% | +13.8% | +5.9% |
| 1Y | +8.6% | -21.4% | +29.9% | +14.2% |
| 3Y | +52.5% | -11.8% | +64.3% | +47.2% |
| 5Y | +67.1% | -81.1% | +148.3% | +189.6% |
| 10Y | +376.8% | +36.9% | +339.9% | +208.2% |
| All | +376.8% | +39.1% | +337.7% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PYPL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling