-13.0%
PYPL vs USHY
+27.0%
-40.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.8% |
| 7D | -5.9% | -0.7% | -5.2% | -3.7% |
| 30D | -9.4% | -0.5% | -8.9% | -7.8% |
| 3M | +31.3% | +0.5% | +30.8% | +29.4% |
| 6M | +19.1% | +1.5% | +17.6% | +13.8% |
| YTD | -7.9% | +1.7% | -9.6% | -12.6% |
| 1Y | -17.9% | +3.5% | -21.4% | -26.3% |
| All | -13.0% | +27.0% | -40.0% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling