-11.8%
PYPL vs UNP
+46.5%
-58.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +1.7% | -0.7% | +2.5% | +2.1% |
| 30D | -9.7% | -1.1% | -8.6% | -9.4% |
| 3M | +29.2% | +7.9% | +21.3% | +24.7% |
| 6M | +13.9% | +14.6% | -0.8% | +6.0% |
| YTD | -8.1% | +26.6% | -34.7% | -19.7% |
| 1Y | -21.4% | +35.6% | -56.9% | -34.4% |
| 3Y | -11.8% | +45.5% | -57.3% | -32.7% |
| All | -11.8% | +46.5% | -58.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded UNP 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling