+50.1%
PYPL vs UL
+104.4%
-54.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | +6.1% | +4.5% | +1.6% | +4.1% |
| 3M | +1.1% | +5.5% | -4.4% | -1.4% |
| 6M | +32.7% | +17.0% | +15.7% | +23.9% |
| YTD | +2.8% | +3.2% | -0.4% | +0.4% |
| 1Y | -10.8% | -1.9% | -8.9% | -11.0% |
| 3Y | +9.8% | +33.6% | -23.7% | -6.9% |
| 5Y | -70.2% | +31.5% | -101.7% | -75.1% |
| 10Y | +50.1% | +103.9% | -53.9% | +13.9% |
| All | +50.1% | +104.4% | -54.4% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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