-17.4%
PYPL vs USAR
-13.4%
-3.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +1.2% |
| 7D | +2.2% | -1.1% | +3.2% | +2.2% |
| 30D | +8.1% | -30.3% | +38.4% | +8.7% |
| 3M | +1.9% | -54.7% | +56.6% | +3.2% |
| 6M | +33.1% | -67.5% | +100.6% | +35.6% |
| YTD | +3.8% | -26.4% | +30.2% | +3.2% |
| 1Y | -8.3% | -49.5% | +41.2% | -8.3% |
| 3Y | +11.9% | -14.5% | +26.3% | +1.9% |
| All | -17.4% | -13.4% | -3.9% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling