-24.4%
PYPL vs USAR
+74.0%
-98.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -3.0% |
| 7D | +2.7% | -2.1% | +4.8% | +2.7% |
| 30D | -4.9% | +2.6% | -7.5% | -4.9% |
| 3M | +28.9% | -35.0% | +63.9% | +29.9% |
| 6M | +18.2% | -6.9% | +25.1% | +17.9% |
| YTD | -5.0% | +48.0% | -53.0% | -6.6% |
| 1Y | -18.8% | +24.8% | -43.6% | -20.0% |
| 3Y | -12.6% | +73.2% | -85.8% | -22.2% |
| All | -24.4% | +74.0% | -98.4% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling