-69.5%
PYPL vs U
-43.0%
-26.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.9% | -3.9% |
| 7D | +1.7% | +4.5% | -2.7% | +0.6% |
| 30D | -9.7% | -0.6% | -9.2% | -9.7% |
| 3M | +29.2% | +48.4% | -19.2% | +15.7% |
| 6M | +13.9% | +115.4% | -101.5% | -8.3% |
| YTD | -8.1% | -3.2% | -4.9% | -11.3% |
| 1Y | -21.4% | -6.0% | -15.3% | -24.6% |
| 3Y | -11.8% | +13.5% | -25.3% | -26.7% |
| 5Y | -81.1% | -68.0% | -13.1% | -80.4% |
| All | -69.5% | -43.0% | -26.5% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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