+44.1%
PYPL vs URI
+1,171.2%
-1,127.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.5% |
| 7D | +2.7% | -2.0% | +4.7% | +3.3% |
| 30D | -4.9% | -12.9% | +8.1% | -0.8% |
| 3M | +28.9% | -6.7% | +35.6% | +30.7% |
| 6M | +18.2% | +19.0% | -0.8% | +8.8% |
| YTD | -5.0% | +25.5% | -30.6% | -15.2% |
| 1Y | -18.8% | +5.5% | -24.4% | -23.2% |
| 3Y | -12.6% | +111.3% | -123.9% | -37.0% |
| 5Y | -80.8% | +198.6% | -279.3% | -88.0% |
| All | +44.1% | +1,171.2% | -1,127.1% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling