+78.8%
VZ vs PYPL
-12.3%
+91.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.8% |
| 7D | +0.1% | +2.7% | -2.6% | 0.0% |
| 30D | +7.9% | -4.9% | +12.8% | +8.0% |
| 3M | +13.6% | +28.9% | -15.2% | +13.0% |
| 6M | +1.1% | +18.2% | -17.1% | +0.6% |
| YTD | +29.3% | -5.0% | +34.3% | +29.7% |
| 1Y | +21.2% | -18.8% | +40.1% | +22.3% |
| All | +78.8% | -12.3% | +91.1% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling