+45.1%
PYPL vs USB
+92.8%
-47.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | +7.8% | +5.8% | +2.0% | +5.3% |
| 3M | -0.7% | -6.0% | +5.3% | +1.8% |
| 6M | +28.8% | +7.8% | +21.0% | +24.6% |
| YTD | +2.4% | +14.6% | -12.2% | -4.3% |
| 1Y | -9.6% | +31.8% | -41.4% | -20.5% |
| 3Y | +9.7% | +91.5% | -81.9% | -17.7% |
| 5Y | -73.5% | +22.0% | -95.5% | -76.9% |
| All | +45.1% | +92.8% | -47.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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