+40.1%
PYPL vs UMC
+1,863.6%
-1,823.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.1% |
| 7D | -2.3% | +9.0% | -11.3% | -4.6% |
| 30D | -9.0% | +17.2% | -26.3% | -13.4% |
| 3M | +30.6% | +11.4% | +19.2% | +22.3% |
| 6M | +18.6% | +137.5% | -118.9% | -14.4% |
| YTD | -7.2% | +193.1% | -200.3% | -38.8% |
| 1Y | -19.3% | +240.3% | -259.6% | -49.6% |
| 3Y | -12.3% | +262.2% | -274.5% | -47.9% |
| 5Y | -80.9% | +143.1% | -224.0% | -87.5% |
| All | +40.1% | +1,863.6% | -1,823.5% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling