-22.1%
PYPL vs USHY
+50.7%
-72.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | -0.1% | +2.8% | +3.0% |
| 30D | -4.9% | +0.1% | -5.0% | -5.0% |
| 3M | +28.9% | +0.8% | +28.1% | +26.5% |
| 6M | +18.2% | +1.7% | +16.5% | +13.6% |
| YTD | -5.0% | +2.5% | -7.5% | -10.3% |
| 1Y | -18.8% | +4.4% | -23.2% | -26.6% |
| 3Y | -12.6% | +27.4% | -40.0% | -49.7% |
| 5Y | -80.8% | +21.7% | -102.5% | -87.3% |
| All | -22.1% | +50.7% | -72.8% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling