-81.6%
PYPL vs USHY
+21.5%
-103.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.4% |
| 7D | -4.3% | -0.1% | -4.2% | -3.9% |
| 30D | -11.5% | 0.0% | -11.4% | -11.3% |
| 3M | +26.1% | +0.8% | +25.3% | +23.4% |
| 6M | +13.7% | +1.9% | +11.8% | +8.0% |
| YTD | -9.8% | +2.3% | -12.1% | -15.1% |
| 1Y | -22.1% | +4.1% | -26.2% | -30.2% |
| 3Y | -13.5% | +27.8% | -41.3% | -54.7% |
| 5Y | -81.6% | +21.5% | -103.1% | -87.2% |
| All | -81.6% | +21.5% | -103.1% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling