-11.8%
PYPL vs UL
+24.1%
-35.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | -9.7% | +0.9% | -10.7% | -9.9% |
| 3M | +29.2% | +14.2% | +15.0% | +26.9% |
| 6M | +13.9% | -3.2% | +17.1% | +13.9% |
| YTD | -8.1% | -0.3% | -7.8% | -8.6% |
| 1Y | -21.4% | -8.8% | -12.6% | -20.8% |
| 3Y | -11.8% | +23.9% | -35.7% | -13.7% |
| All | -11.8% | +24.1% | -35.9% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling