+63.2%
PYPL vs UAL
+116.6%
-53.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | 0.0% |
| 7D | +3.9% | +8.2% | -4.2% | +2.1% |
| 30D | +7.8% | +2.3% | +5.5% | +7.1% |
| 3M | -0.7% | -12.7% | +12.0% | +2.0% |
| 6M | +28.8% | +12.7% | +16.1% | +24.2% |
| YTD | +2.4% | +0.8% | +1.5% | -0.2% |
| 1Y | -9.6% | +17.8% | -27.4% | -15.1% |
| 3Y | +9.7% | +206.7% | -197.0% | -19.2% |
| 5Y | -73.5% | +113.9% | -187.4% | -79.5% |
| 10Y | +46.5% | +97.0% | -50.5% | +8.7% |
| All | +63.2% | +116.6% | -53.4% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling