+51.4%
PYPL vs UPS
+62.2%
-10.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.5% |
| 7D | +2.7% | -2.9% | +5.6% | +4.2% |
| 30D | -4.9% | -3.5% | -1.4% | -3.3% |
| 3M | +28.9% | -5.7% | +34.6% | +31.7% |
| 6M | +18.2% | -4.4% | +22.6% | +18.8% |
| YTD | -5.0% | +8.0% | -13.0% | -11.1% |
| 1Y | -18.8% | +29.0% | -47.9% | -31.1% |
| 3Y | -12.6% | -27.7% | +15.1% | -2.5% |
| 5Y | -80.8% | -34.3% | -46.4% | -77.6% |
| 10Y | +49.9% | +37.8% | +12.1% | +5.7% |
| All | +51.4% | +62.2% | -10.8% | -7.9% |
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