+93.3%
VZ vs PYPL
+46.2%
+47.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.7% |
| 7D | +0.1% | +2.7% | -2.6% | -0.1% |
| 30D | +7.9% | -4.9% | +12.8% | +8.2% |
| 3M | +13.6% | +28.9% | -15.2% | +11.3% |
| 6M | +1.1% | +18.2% | -17.1% | -0.5% |
| YTD | +29.3% | -5.0% | +34.3% | +29.1% |
| 1Y | +21.2% | -18.8% | +40.1% | +22.4% |
| 3Y | +75.9% | -12.6% | +88.5% | +74.3% |
| 5Y | +24.1% | -80.8% | +104.9% | +39.4% |
| 10Y | +62.4% | +49.9% | +12.5% | +31.8% |
| All | +93.3% | +46.2% | +47.1% | +54.1% |
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