+236.3%
UNH vs PYPL
+43.2%
+193.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.6% |
| 7D | -3.2% | -5.9% | +2.8% | -2.1% |
| 30D | -3.5% | -9.4% | +6.0% | -2.0% |
| 3M | -4.2% | +31.3% | -35.5% | -9.5% |
| 6M | +38.3% | +19.1% | +19.2% | +32.7% |
| YTD | +19.2% | -7.9% | +27.1% | +19.3% |
| 1Y | +15.0% | -17.9% | +32.8% | +17.5% |
| 3Y | -14.5% | -11.6% | -2.9% | -16.2% |
| 5Y | +4.6% | -81.0% | +85.6% | +44.6% |
| All | +236.3% | +43.2% | +193.2% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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