-70.2%
PYPL vs USFD
+207.9%
-278.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +6.1% | +12.3% | -6.2% | +0.1% |
| 3M | +1.1% | -0.7% | +1.8% | +1.0% |
| 6M | +32.7% | +31.3% | +1.5% | +13.9% |
| YTD | +2.8% | +45.7% | -42.9% | -20.2% |
| 1Y | -10.8% | +52.1% | -62.9% | -32.7% |
| 3Y | +9.8% | +158.2% | -148.4% | -41.9% |
| 5Y | -70.2% | +213.8% | -284.0% | -86.6% |
| All | -70.2% | +207.9% | -278.2% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling