+20.2%
VZ vs PYPL
-73.7%
+93.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +2.1% | +3.9% | -1.8% | +2.0% |
| 30D | +1.4% | +7.8% | -6.4% | +1.0% |
| 3M | -1.3% | -0.7% | -0.6% | -1.3% |
| 6M | -0.5% | +28.8% | -29.3% | -1.7% |
| YTD | +19.6% | +2.4% | +17.3% | +19.3% |
| 1Y | +22.4% | -9.6% | +32.0% | +22.8% |
| 3Y | +55.9% | +9.7% | +46.2% | +52.9% |
| All | +20.2% | -73.7% | +93.9% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling