-17.9%
PYPL vs UMAC
+138.6%
-156.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.3% |
| 7D | -5.9% | -4.0% | -1.9% | -5.9% |
| 30D | -9.4% | -9.4% | 0.0% | -9.3% |
| 3M | +31.3% | +3.0% | +28.3% | +31.3% |
| 6M | +19.1% | +27.2% | -8.1% | +17.7% |
| YTD | -7.9% | +84.7% | -92.6% | -10.3% |
| 1Y | -17.9% | +136.5% | -154.4% | -16.4% |
| All | -17.9% | +138.6% | -156.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling