+63.2%
PYPL vs URA
+155.1%
-91.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.9% |
| 7D | +3.9% | -4.1% | +8.0% | +5.2% |
| 30D | +7.8% | -19.0% | +26.8% | +14.7% |
| 3M | -0.7% | -25.1% | +24.5% | +8.0% |
| 6M | +28.8% | -44.5% | +73.3% | +52.4% |
| YTD | +2.4% | -24.3% | +26.7% | +6.0% |
| 1Y | -9.6% | -28.1% | +18.5% | -5.2% |
| 3Y | +9.7% | +40.7% | -31.0% | -15.6% |
| 5Y | -73.5% | +35.5% | -108.9% | -80.1% |
| 10Y | +46.5% | +281.2% | -234.7% | -36.5% |
| All | +63.2% | +155.1% | -91.9% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling