+63.3%
PYPL vs UPS
+78.2%
-15.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.8% |
| 7D | +0.1% | +3.8% | -3.7% | -1.7% |
| 30D | +5.7% | +17.4% | -11.7% | -2.4% |
| 3M | -1.9% | +8.2% | -10.1% | -5.8% |
| 6M | +31.8% | +17.9% | +13.9% | +20.1% |
| YTD | +2.4% | +18.7% | -16.3% | -8.7% |
| 1Y | -8.2% | +24.8% | -33.1% | -20.5% |
| 3Y | +10.2% | -4.5% | +14.7% | +5.7% |
| 5Y | -71.2% | -33.2% | -38.0% | -66.6% |
| 10Y | +49.6% | +44.2% | +5.3% | +4.3% |
| All | +63.3% | +78.2% | -15.0% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling