+51.4%
PYPL vs UNP
+286.6%
-235.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +2.7% | -5.3% | +8.0% | +5.5% |
| 30D | -4.9% | -1.5% | -3.3% | -4.2% |
| 3M | +28.9% | +10.3% | +18.6% | +22.2% |
| 6M | +18.2% | +9.7% | +8.6% | +11.6% |
| YTD | -5.0% | +27.1% | -32.1% | -17.6% |
| 1Y | -18.8% | +32.6% | -51.4% | -31.3% |
| 3Y | -12.6% | +40.0% | -52.6% | -28.6% |
| 5Y | -80.8% | +50.8% | -131.6% | -85.2% |
| 10Y | +49.9% | +278.6% | -228.7% | -26.4% |
| All | +51.4% | +286.6% | -235.2% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling