-65.5%
PYPL vs U
-31.4%
-34.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.2% | +32.3% | -30.2% | -5.3% |
| 30D | +8.1% | +9.7% | -1.6% | +4.8% |
| 3M | +1.9% | +19.6% | -17.7% | -3.7% |
| 6M | +33.1% | +82.6% | -49.5% | +11.7% |
| YTD | +3.8% | +16.4% | -12.7% | -5.4% |
| 1Y | -8.3% | +28.5% | -36.8% | -19.1% |
| 3Y | +11.9% | +103.8% | -91.9% | -21.8% |
| 5Y | -70.4% | -70.0% | -0.4% | -68.7% |
| All | -65.5% | -31.4% | -34.1% | -71.1% |
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