+46.0%
PYPL vs USFD
+329.0%
-283.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | +2.7% | -3.0% | +5.7% | +3.5% |
| 30D | -4.9% | +3.5% | -8.4% | -5.9% |
| 3M | +28.9% | +26.6% | +2.3% | +20.3% |
| 6M | +18.2% | +11.7% | +6.5% | +14.0% |
| YTD | -5.0% | +38.1% | -43.2% | -14.8% |
| 1Y | -18.8% | +33.4% | -52.2% | -26.5% |
| 3Y | -12.6% | +155.8% | -168.4% | -34.1% |
| 5Y | -80.8% | +214.0% | -294.8% | -86.3% |
| 10Y | +49.9% | +320.4% | -270.5% | -1.3% |
| All | +46.0% | +329.0% | -283.1% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling