+39.0%
PYPL vs USFR
+28.0%
+11.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -9.4% | +0.3% | -9.7% | -9.4% |
| 3M | +31.3% | +1.0% | +30.3% | +31.2% |
| 6M | +19.1% | +1.9% | +17.2% | +18.9% |
| YTD | -7.9% | +2.7% | -10.6% | -8.2% |
| 1Y | -17.9% | +4.0% | -21.9% | -18.3% |
| 3Y | -11.6% | +14.1% | -25.7% | -12.8% |
| 5Y | -81.0% | +20.5% | -101.5% | -81.9% |
| All | +39.0% | +28.0% | +11.0% | +30.5% |
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