-10.3%
PYPL vs USFD
+49.6%
-59.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.0% | +8.4% | -7.4% | +1.4% |
| 30D | +5.9% | +12.7% | -6.9% | +6.9% |
| 3M | -0.2% | +1.1% | -1.4% | -0.6% |
| 6M | +30.3% | +30.2% | +0.2% | +35.4% |
| YTD | +1.6% | +45.8% | -44.3% | +2.6% |
| 1Y | -10.3% | +51.9% | -62.2% | -10.5% |
| All | -10.3% | +49.6% | -59.9% | -10.5% |
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