+80.6%
VZ vs PYPL
+56.9%
+23.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | +5.6% | +3.5% | +2.1% | +5.4% |
| 30D | +1.9% | +8.0% | -6.1% | +1.3% |
| 3M | +0.8% | +2.0% | -1.2% | +0.5% |
| 6M | +0.6% | +27.6% | -26.9% | -1.4% |
| YTD | +20.8% | +1.9% | +18.9% | +19.9% |
| 1Y | +23.9% | -12.4% | +36.3% | +24.6% |
| 3Y | +55.7% | +6.3% | +49.4% | +51.8% |
| 5Y | +21.5% | -73.6% | +95.1% | +32.3% |
| 10Y | +68.5% | +45.8% | +22.7% | +38.4% |
| All | +80.6% | +56.9% | +23.7% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling