-19.0%
PYPL vs USFD
+34.2%
-53.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | +2.4% | -3.0% | +5.4% | +2.2% |
| 30D | -5.1% | +3.5% | -8.7% | -4.9% |
| 3M | +28.6% | +26.6% | +2.0% | +30.8% |
| 6M | +17.9% | +11.7% | +6.2% | +19.2% |
| YTD | -5.3% | +38.1% | -43.4% | -8.8% |
| 1Y | -19.0% | +33.4% | -52.4% | -18.2% |
| All | -19.0% | +34.2% | -53.3% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling