+69.6%
VZ vs PYPL
+44.9%
+24.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +2.2% | +2.2% | +0.1% | +2.1% |
| 30D | +10.6% | +8.1% | +2.4% | +10.0% |
| 3M | -0.6% | +1.9% | -2.5% | -0.9% |
| 6M | +0.7% | +33.1% | -32.4% | -1.4% |
| YTD | +20.6% | +3.8% | +16.8% | +19.7% |
| 1Y | +22.7% | -8.3% | +31.0% | +22.9% |
| 3Y | +57.2% | +11.9% | +45.4% | +53.0% |
| 5Y | +21.4% | -70.4% | +91.8% | +29.7% |
| All | +69.6% | +44.9% | +24.7% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling