+65.4%
PYPL vs UL
+104.0%
-38.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.0% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +8.1% | +7.0% | +1.2% | +4.9% |
| 3M | +1.9% | +5.8% | -3.9% | -0.8% |
| 6M | +33.1% | +16.1% | +17.0% | +24.2% |
| YTD | +3.8% | +4.5% | -0.7% | +0.7% |
| 1Y | -8.3% | -1.3% | -7.0% | -8.8% |
| 3Y | +11.9% | +35.0% | -23.1% | -6.1% |
| 5Y | -70.4% | +31.9% | -102.4% | -75.4% |
| 10Y | +47.2% | +99.3% | -52.1% | -1.2% |
| All | +65.4% | +104.0% | -38.6% | +6.9% |
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 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