+47.2%
PYPL vs UAL
+106.7%
-59.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | -0.1% |
| 7D | +2.2% | +10.2% | -8.0% | 0.0% |
| 30D | +8.1% | +12.0% | -3.9% | +5.3% |
| 3M | +1.9% | -7.1% | +9.0% | +3.2% |
| 6M | +33.1% | +20.9% | +12.2% | +26.5% |
| YTD | +3.8% | +7.7% | -3.9% | -0.2% |
| 1Y | -8.3% | +23.6% | -31.9% | -14.7% |
| 3Y | +11.9% | +222.6% | -210.7% | -18.1% |
| 5Y | -70.4% | +127.9% | -198.4% | -77.5% |
| 10Y | +47.2% | +100.2% | -53.0% | +19.0% |
| All | +47.2% | +106.7% | -59.5% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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