+51.4%
PYPL vs UMC
+1,675.3%
-1,623.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.6% | -4.3% |
| 7D | +2.7% | +5.0% | -2.3% | +1.2% |
| 30D | -4.9% | +7.7% | -12.6% | -7.3% |
| 3M | +28.9% | +1.7% | +27.2% | +23.7% |
| 6M | +18.2% | +113.9% | -95.7% | -12.2% |
| YTD | -5.0% | +168.9% | -173.9% | -36.0% |
| 1Y | -18.8% | +207.2% | -226.0% | -47.9% |
| 3Y | -12.6% | +227.7% | -240.3% | -46.6% |
| 5Y | -80.8% | +118.0% | -198.8% | -87.1% |
| 10Y | +49.9% | +1,682.1% | -1,632.2% | -50.7% |
| All | +51.4% | +1,675.3% | -1,623.9% | -49.6% |
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