+60.6%
PYPL vs USFR
+29.2%
+31.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +3.8% | +0.4% | +3.4% | +3.4% |
| 3M | -1.3% | +1.0% | -2.3% | -2.3% |
| 6M | +29.0% | +2.0% | +27.0% | +26.5% |
| YTD | +0.7% | +3.4% | -2.7% | -2.6% |
| 1Y | -12.3% | +4.1% | -16.4% | -15.7% |
| 3Y | +7.6% | +14.4% | -6.8% | -6.0% |
| 5Y | -71.7% | +21.4% | -93.1% | -77.0% |
| 10Y | +47.1% | +28.5% | +18.6% | +11.5% |
| All | +60.6% | +29.2% | +31.4% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling