+39.0%
PYPL vs UNP
+287.3%
-248.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -5.9% | -1.2% | -4.8% | -5.4% |
| 30D | -9.4% | -2.0% | -7.5% | -8.6% |
| 3M | +31.3% | +7.5% | +23.8% | +26.2% |
| 6M | +19.1% | +15.3% | +3.8% | +9.3% |
| YTD | -7.9% | +25.4% | -33.3% | -19.8% |
| 1Y | -17.9% | +35.6% | -53.5% | -31.7% |
| 3Y | -11.6% | +44.1% | -55.8% | -29.2% |
| 5Y | -81.0% | +54.0% | -135.0% | -85.6% |
| All | +39.0% | +287.3% | -248.3% | -22.3% |
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