+45.1%
PYPL vs URI
+1,374.0%
-1,328.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.1% |
| 7D | +3.9% | -9.8% | +13.7% | +7.2% |
| 30D | +7.8% | +1.7% | +6.1% | +6.9% |
| 3M | -0.7% | -9.1% | +8.4% | +1.8% |
| 6M | +28.8% | +9.9% | +18.9% | +22.9% |
| YTD | +2.4% | +31.2% | -28.8% | -10.4% |
| 1Y | -9.6% | +25.9% | -35.5% | -19.7% |
| 3Y | +9.7% | +147.4% | -137.7% | -25.7% |
| 5Y | -73.5% | +179.7% | -253.2% | -83.3% |
| All | +45.1% | +1,374.0% | -1,328.9% | -38.5% |
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