-10.4%
PYPL vs UMAC
+508.0%
-518.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -1.8% |
| 7D | -4.3% | +3.3% | -7.6% | -4.4% |
| 30D | -11.5% | -10.4% | -1.1% | -11.3% |
| 3M | +26.1% | +1.8% | +24.4% | +25.7% |
| 6M | +13.7% | +40.7% | -27.1% | +11.7% |
| YTD | -9.8% | +90.9% | -100.7% | -12.3% |
| 1Y | -22.1% | +151.8% | -173.8% | -24.9% |
| All | -10.4% | +508.0% | -518.4% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling