+10.2%
PYPL vs USAR
-20.4%
+30.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.7% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +5.7% | -20.9% | +26.6% | +6.0% |
| 3M | -1.9% | -56.2% | +54.2% | -0.6% |
| 6M | +31.8% | -67.9% | +99.7% | +34.2% |
| YTD | +2.4% | -31.4% | +33.9% | +2.0% |
| 1Y | -8.2% | -45.1% | +36.8% | -8.3% |
| 3Y | +10.2% | -20.3% | +30.5% | +13.8% |
| All | +10.2% | -20.4% | +30.6% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling