+57.3%
PYPL vs USFD
+339.9%
-282.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +3.9% | +3.0% | +1.0% | +3.0% |
| 30D | +7.8% | +11.1% | -3.2% | +4.7% |
| 3M | -0.7% | -0.3% | -0.4% | -0.8% |
| 6M | +28.8% | +15.9% | +12.9% | +22.8% |
| YTD | +2.4% | +41.6% | -39.3% | -9.0% |
| 1Y | -9.6% | +49.4% | -59.0% | -21.0% |
| 3Y | +9.7% | +157.8% | -148.2% | -17.6% |
| 5Y | -73.5% | +176.6% | -250.1% | -80.7% |
| 10Y | +46.5% | +375.4% | -328.9% | -5.4% |
| All | +57.3% | +339.9% | -282.5% | +2.7% |
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 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