-81.0%
PYPL vs URA
+128.0%
-209.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | +2.7% | +1.1% | +1.6% | +2.4% |
| 30D | -4.9% | +7.4% | -12.3% | -6.8% |
| 3M | +28.9% | -8.4% | +37.3% | +31.4% |
| 6M | +18.2% | -12.7% | +31.0% | +21.0% |
| YTD | -5.0% | +7.8% | -12.8% | -11.1% |
| 1Y | -18.8% | +19.5% | -38.3% | -28.1% |
| 3Y | -12.6% | +116.4% | -129.0% | -42.1% |
| All | -81.0% | +128.0% | -209.0% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling