+50.1%
PYPL vs USFR
+28.5%
+21.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +6.1% | +0.4% | +5.7% | +6.1% |
| 3M | +1.1% | +1.1% | 0.0% | +1.1% |
| 6M | +32.7% | +2.1% | +30.7% | +32.6% |
| YTD | +2.8% | +3.4% | -0.7% | +2.5% |
| 1Y | -10.8% | +4.1% | -14.9% | -11.1% |
| 3Y | +9.8% | +14.4% | -4.6% | +8.6% |
| 5Y | -70.2% | +21.4% | -91.7% | -71.5% |
| 10Y | +50.1% | +28.5% | +21.5% | +42.0% |
| All | +50.1% | +28.5% | +21.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling