-19.0%
PYPL vs USAR
+27.9%
-46.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | +2.4% | -2.1% | +4.5% | +2.5% |
| 30D | -5.1% | +2.6% | -7.7% | -5.1% |
| 3M | +28.6% | -35.0% | +63.6% | +30.8% |
| 6M | +17.9% | -6.9% | +24.8% | +17.1% |
| YTD | -5.3% | +48.0% | -53.2% | -9.9% |
| 1Y | -19.0% | +24.8% | -43.8% | -24.9% |
| All | -19.0% | +27.9% | -46.9% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling