-23.9%
PYPL vs USHY
+49.7%
-73.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -2.3% | -0.7% | -1.6% | -0.6% |
| 30D | -9.0% | -0.7% | -8.4% | -7.5% |
| 3M | +30.6% | +0.1% | +30.5% | +30.6% |
| 6M | +18.6% | +1.8% | +16.8% | +13.8% |
| YTD | -7.2% | +1.8% | -8.9% | -10.9% |
| 1Y | -19.3% | +3.3% | -22.5% | -25.1% |
| 3Y | -12.3% | +27.0% | -39.3% | -49.1% |
| 5Y | -80.9% | +21.0% | -101.9% | -87.2% |
| All | -23.9% | +49.7% | -73.6% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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