-16.0%
PYPL vs USHY
+48.0%
-64.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +2.0% |
| 7D | +0.1% | -0.4% | +0.5% | +1.1% |
| 30D | +5.7% | +0.6% | +5.1% | +4.2% |
| 3M | -1.9% | -2.0% | +0.1% | +3.2% |
| 6M | +31.8% | -0.5% | +32.4% | +33.9% |
| YTD | +2.4% | +0.6% | +1.8% | +1.2% |
| 1Y | -8.2% | +2.1% | -10.4% | -12.6% |
| 3Y | +10.2% | +25.3% | -15.1% | -34.1% |
| 5Y | -71.2% | +19.7% | -91.0% | -80.2% |
| All | -16.0% | +48.0% | -64.0% | -61.3% |
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