+46.9%
PYPL vs UNP
+293.6%
-246.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.7% |
| 7D | +1.0% | -0.9% | +1.9% | +1.4% |
| 30D | +5.9% | +8.0% | -2.2% | +1.6% |
| 3M | -0.2% | +3.3% | -3.6% | -2.2% |
| 6M | +30.3% | +14.7% | +15.6% | +20.3% |
| YTD | +1.6% | +31.9% | -30.4% | -14.2% |
| 1Y | -10.3% | +37.1% | -47.4% | -25.9% |
| 3Y | +8.5% | +51.9% | -43.3% | -16.0% |
| 5Y | -71.0% | +39.3% | -110.3% | -76.9% |
| 10Y | +46.9% | +284.1% | -237.2% | -22.7% |
| All | +46.9% | +293.6% | -246.7% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling