+60.6%
PYPL vs UL
+102.2%
-41.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -1.1% | -2.5% | +1.4% | -0.1% |
| 30D | +3.8% | +5.7% | -1.9% | +1.2% |
| 3M | -1.3% | +7.0% | -8.3% | -4.3% |
| 6M | +29.0% | +16.1% | +13.0% | +20.4% |
| YTD | +0.7% | +3.6% | -2.8% | -1.9% |
| 1Y | -12.3% | -1.4% | -10.9% | -12.8% |
| 3Y | +7.6% | +34.1% | -26.4% | -9.4% |
| 5Y | -71.7% | +32.0% | -103.7% | -76.5% |
| 10Y | +47.1% | +104.7% | -57.6% | -2.9% |
| All | +60.6% | +102.2% | -41.7% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling