+65.8%
PYPL vs USB
+111.5%
-45.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.6% |
| 7D | +6.5% | +2.4% | +4.1% | +5.4% |
| 30D | +10.6% | +6.6% | +4.1% | +7.6% |
| 3M | +3.1% | -4.1% | +7.2% | +4.9% |
| 6M | +20.2% | +12.5% | +7.7% | +14.0% |
| YTD | +4.0% | +17.6% | -13.6% | -4.1% |
| 1Y | -7.9% | +36.5% | -44.4% | -20.6% |
| 3Y | +8.5% | +95.4% | -86.9% | -20.1% |
| 5Y | -73.3% | +26.1% | -99.5% | -77.1% |
| 10Y | +48.8% | +101.3% | -52.4% | -6.0% |
| All | +65.8% | +111.5% | -45.6% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling