-26.8%
PYPL vs USAR
+74.5%
-101.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +1.7% | +2.3% | -0.6% | +1.7% |
| 30D | -9.7% | -8.6% | -1.1% | -9.6% |
| 3M | +29.2% | -20.5% | +49.7% | +29.7% |
| 6M | +13.9% | +1.2% | +12.7% | +13.4% |
| YTD | -8.1% | +48.4% | -56.5% | -9.6% |
| 1Y | -21.4% | +30.6% | -52.0% | -22.5% |
| 3Y | -11.8% | +73.6% | -85.5% | -21.5% |
| All | -26.8% | +74.5% | -101.3% | -37.1% |
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