+60.6%
PYPL vs UNP
+306.1%
-245.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -1.1% | +2.1% | -3.2% | -2.2% |
| 30D | +3.8% | +7.7% | -3.9% | -0.1% |
| 3M | -1.3% | +4.0% | -5.3% | -3.5% |
| 6M | +29.0% | +15.7% | +13.4% | +18.9% |
| YTD | +0.7% | +33.5% | -32.8% | -14.9% |
| 1Y | -12.3% | +38.9% | -51.2% | -27.5% |
| 3Y | +7.6% | +53.7% | -46.0% | -16.3% |
| 5Y | -71.7% | +40.4% | -112.1% | -77.3% |
| 10Y | +47.1% | +291.1% | -244.0% | -29.0% |
| All | +60.6% | +306.1% | -245.5% | -24.5% |
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