+10.2%
PYPL vs URA
+35.4%
-25.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | +5.7% | -10.4% | +16.1% | +7.4% |
| 3M | -1.9% | -29.6% | +27.7% | +3.5% |
| 6M | +31.8% | -40.3% | +72.1% | +42.8% |
| YTD | +2.4% | -25.5% | +27.9% | +3.9% |
| 1Y | -8.2% | -26.4% | +18.2% | -6.9% |
| 3Y | +10.2% | +31.4% | -21.2% | -5.1% |
| All | +10.2% | +35.4% | -25.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling