+46.9%
PYPL vs UAL
+99.5%
-52.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.1% |
| 7D | +1.0% | +12.5% | -11.5% | -1.6% |
| 30D | +5.9% | +12.2% | -6.3% | +3.0% |
| 3M | -0.2% | -2.6% | +2.3% | 0.0% |
| 6M | +30.3% | +21.1% | +9.2% | +23.8% |
| YTD | +1.6% | +7.8% | -6.2% | -2.4% |
| 1Y | -10.3% | +25.4% | -35.7% | -16.8% |
| 3Y | +8.5% | +217.3% | -208.8% | -20.2% |
| 5Y | -71.0% | +132.9% | -203.8% | -77.9% |
| 10Y | +46.9% | +101.1% | -54.2% | +19.6% |
| All | +46.9% | +99.5% | -52.6% | +19.6% |
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