+63.2%
PYPL vs URI
+1,216.2%
-1,153.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.1% |
| 7D | +3.9% | -9.8% | +13.7% | +7.0% |
| 30D | +7.8% | +1.7% | +6.1% | +7.0% |
| 3M | -0.7% | -9.1% | +8.4% | +1.6% |
| 6M | +28.8% | +9.9% | +18.9% | +23.3% |
| YTD | +2.4% | +31.2% | -28.8% | -9.4% |
| 1Y | -9.6% | +25.9% | -35.5% | -19.0% |
| 3Y | +9.7% | +147.4% | -137.7% | -23.0% |
| 5Y | -73.5% | +179.7% | -253.2% | -82.5% |
| 10Y | +46.5% | +1,419.5% | -1,373.1% | -41.2% |
| All | +63.2% | +1,216.2% | -1,153.0% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling