-14.8%
PYPL vs UMC
+262.0%
-276.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.3% |
| 7D | -4.3% | +13.6% | -18.0% | -5.8% |
| 30D | -11.5% | +20.8% | -32.2% | -13.6% |
| 3M | +26.1% | +16.1% | +10.0% | +20.9% |
| 6M | +13.7% | +137.3% | -123.6% | -7.4% |
| YTD | -9.8% | +193.8% | -203.6% | -31.9% |
| 1Y | -22.1% | +236.1% | -258.1% | -43.6% |
| All | -14.8% | +262.0% | -276.8% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling