+8.5%
PYPL vs USFD
+163.9%
-155.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.0% | +8.4% | -7.4% | -1.3% |
| 30D | +5.9% | +12.7% | -6.9% | +2.3% |
| 3M | -0.2% | +1.1% | -1.4% | -0.7% |
| 6M | +30.3% | +30.2% | +0.2% | +19.5% |
| YTD | +1.6% | +45.8% | -44.3% | -15.1% |
| 1Y | -10.3% | +51.9% | -62.2% | -26.9% |
| 3Y | +8.5% | +158.5% | -150.0% | -25.4% |
| All | +8.5% | +163.9% | -155.4% | -25.4% |
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