+51.4%
PYPL vs URA
+263.3%
-212.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | -4.9% | +7.4% | -12.3% | -7.0% |
| 3M | +28.9% | -8.4% | +37.3% | +31.5% |
| 6M | +18.2% | -12.7% | +31.0% | +21.0% |
| YTD | -5.0% | +7.8% | -12.8% | -11.3% |
| 1Y | -18.8% | +19.5% | -38.3% | -28.3% |
| 3Y | -12.6% | +116.4% | -129.0% | -41.4% |
| 5Y | -80.8% | +134.3% | -215.1% | -88.0% |
| 10Y | +49.9% | +359.3% | -309.3% | -37.4% |
| All | +51.4% | +263.3% | -212.0% | -32.6% |
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