+51.4%
PYPL vs USFR
+28.2%
+23.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -4.9% | +0.3% | -5.2% | -5.2% |
| 3M | +28.9% | +1.0% | +27.9% | +27.6% |
| 6M | +18.2% | +1.9% | +16.3% | +16.0% |
| YTD | -5.0% | +2.6% | -7.6% | -7.5% |
| 1Y | -18.8% | +4.0% | -22.8% | -22.0% |
| 3Y | -12.6% | +14.1% | -26.7% | -23.5% |
| 5Y | -80.8% | +20.4% | -101.2% | -84.3% |
| 10Y | +49.9% | +28.0% | +21.9% | +13.8% |
| All | +51.4% | +28.2% | +23.2% | +16.5% |
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 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