-81.0%
PYPL vs USFD
+215.8%
-296.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | +2.7% | -3.0% | +5.7% | +4.1% |
| 30D | -4.9% | +3.5% | -8.4% | -6.6% |
| 3M | +28.9% | +26.6% | +2.3% | +13.6% |
| 6M | +18.2% | +11.7% | +6.5% | +10.5% |
| YTD | -5.0% | +38.1% | -43.2% | -23.4% |
| 1Y | -18.8% | +33.4% | -52.2% | -33.3% |
| 3Y | -12.6% | +155.8% | -168.4% | -52.4% |
| All | -81.0% | +215.8% | -296.9% | -91.1% |
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