+39.0%
PYPL vs XEL
+151.3%
-112.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | -5.9% | -1.2% | -4.7% | -5.5% |
| 30D | -9.4% | -2.9% | -6.5% | -8.4% |
| 3M | +31.3% | -2.7% | +34.0% | +32.6% |
| 6M | +19.1% | -6.5% | +25.6% | +21.6% |
| YTD | -7.9% | +3.6% | -11.5% | -10.1% |
| 1Y | -17.9% | +7.5% | -25.4% | -21.3% |
| 3Y | -11.6% | +46.3% | -57.9% | -27.1% |
| 5Y | -81.0% | +30.5% | -111.6% | -83.7% |
| All | +39.0% | +151.3% | -112.2% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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