-81.0%
PYPL vs UMC
+134.9%
-215.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.9% |
| 7D | -5.9% | +11.4% | -17.3% | -8.9% |
| 30D | -9.4% | +16.8% | -26.2% | -13.8% |
| 3M | +31.3% | +19.1% | +12.2% | +18.8% |
| 6M | +19.1% | +137.4% | -118.3% | -19.5% |
| YTD | -7.9% | +186.4% | -194.3% | -44.5% |
| 1Y | -17.9% | +229.1% | -247.0% | -53.8% |
| 3Y | -11.6% | +257.9% | -269.5% | -55.1% |
| 5Y | -81.0% | +137.5% | -218.6% | -89.4% |
| All | -81.0% | +134.9% | -215.9% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling