-81.6%
PYPL vs UPS
-35.0%
-46.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | -4.3% | -3.7% | -0.7% | -2.6% |
| 30D | -11.5% | -3.7% | -7.7% | -9.8% |
| 3M | +26.1% | -6.6% | +32.7% | +29.3% |
| 6M | +13.7% | +2.6% | +11.1% | +10.2% |
| YTD | -9.8% | +4.8% | -14.6% | -14.7% |
| 1Y | -22.1% | +25.3% | -47.3% | -33.4% |
| 3Y | -13.5% | -26.9% | +13.4% | -4.7% |
| 5Y | -81.6% | -33.5% | -48.1% | -78.5% |
| All | -81.6% | -35.0% | -46.7% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 5y: compounded portfolio wealth divided by compounded UPS 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…
5y analysis · Full analysis span regression · 6 months rolling