-17.9%
PYPL vs UMC
+227.6%
-245.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.2% |
| 7D | -5.9% | +11.4% | -17.3% | -6.1% |
| 30D | -9.4% | +16.8% | -26.2% | -9.7% |
| 3M | +31.3% | +19.1% | +12.2% | +28.1% |
| 6M | +19.1% | +137.4% | -118.3% | +7.5% |
| YTD | -7.9% | +186.4% | -194.3% | -20.3% |
| 1Y | -17.9% | +229.1% | -247.0% | -29.1% |
| All | -17.9% | +227.6% | -245.5% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling