+51.4%
PYPL vs USB
+117.5%
-66.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | +2.7% | +1.4% | +1.2% | +2.1% |
| 30D | -4.9% | -1.3% | -3.6% | -4.4% |
| 3M | +28.9% | +15.2% | +13.6% | +21.2% |
| 6M | +18.2% | +18.8% | -0.6% | +9.5% |
| YTD | -5.0% | +21.0% | -26.0% | -13.5% |
| 1Y | -18.8% | +34.0% | -52.8% | -29.4% |
| 3Y | -12.6% | +95.3% | -107.9% | -35.8% |
| 5Y | -80.8% | +40.4% | -121.2% | -84.1% |
| 10Y | +49.9% | +107.3% | -57.4% | -6.6% |
| All | +51.4% | +117.5% | -66.2% | -7.1% |
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