+51.4%
PYPL vs UAL
+114.0%
-62.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.6% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | -4.9% | -16.1% | +11.2% | -1.3% |
| 3M | +28.9% | +6.1% | +22.7% | +26.5% |
| 6M | +18.2% | +10.8% | +7.4% | +14.0% |
| YTD | -5.0% | -0.4% | -4.6% | -6.9% |
| 1Y | -18.8% | +5.0% | -23.9% | -21.7% |
| 3Y | -12.6% | +124.0% | -136.6% | -31.1% |
| 5Y | -80.8% | +141.0% | -221.8% | -85.4% |
| 10Y | +49.9% | +118.0% | -68.1% | +8.2% |
| All | +51.4% | +114.0% | -62.6% | +9.6% |
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