-12.8%
PYPL vs USFD
+156.9%
-169.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | +2.7% | -3.0% | +5.7% | +3.6% |
| 30D | -4.9% | +3.5% | -8.4% | -6.0% |
| 3M | +28.9% | +26.6% | +2.3% | +18.7% |
| 6M | +18.2% | +11.7% | +6.5% | +13.4% |
| YTD | -5.0% | +38.1% | -43.2% | -19.7% |
| 1Y | -18.8% | +33.4% | -52.2% | -30.0% |
| All | -12.8% | +156.9% | -169.7% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling