-5.6%
PYPL vs UMAC
+494.0%
-499.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | 0.0% | -3.0% |
| 7D | +2.7% | -0.9% | +3.6% | +2.7% |
| 30D | -4.9% | -7.7% | +2.8% | -4.8% |
| 3M | +28.9% | -26.4% | +55.3% | +29.4% |
| 6M | +18.2% | +61.9% | -43.6% | +15.9% |
| YTD | -5.0% | +86.5% | -91.5% | -7.5% |
| 1Y | -18.8% | +156.3% | -175.1% | -21.8% |
| All | -5.6% | +494.0% | -499.6% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling