+63.3%
PYPL vs UMC
+1,216.3%
-1,153.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.3% |
| 7D | +0.1% | +11.2% | -11.1% | -2.8% |
| 30D | +5.7% | -28.0% | +33.7% | +14.2% |
| 3M | -1.9% | -20.5% | +18.6% | +1.8% |
| 6M | +31.8% | -1.6% | +33.4% | +22.8% |
| YTD | +2.4% | +99.4% | -96.9% | -26.6% |
| 1Y | -8.2% | +120.4% | -128.7% | -36.6% |
| 3Y | +10.2% | +134.2% | -124.0% | -27.5% |
| 5Y | -71.2% | +78.8% | -150.1% | -79.9% |
| 10Y | +49.6% | +1,280.4% | -1,230.9% | -48.4% |
| All | +63.3% | +1,216.3% | -1,153.0% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling