+40.1%
PYPL vs UL
+66.7%
-26.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.5% |
| 7D | -2.3% | -3.4% | +1.1% | -0.9% |
| 30D | -9.0% | +0.5% | -9.5% | -9.3% |
| 3M | +30.6% | +7.2% | +23.3% | +26.7% |
| 6M | +18.6% | -3.1% | +21.6% | +19.5% |
| YTD | -7.2% | -2.7% | -4.5% | -7.0% |
| 1Y | -19.3% | -10.2% | -9.0% | -16.5% |
| 3Y | -12.3% | +20.3% | -32.5% | -21.9% |
| 5Y | -80.9% | +19.9% | -100.8% | -83.3% |
| All | +40.1% | +66.7% | -26.6% | +13.0% |
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