+46.5%
PYPL vs XEL
+230.2%
-183.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.8% | -3.8% |
| 7D | +1.7% | +1.3% | +0.4% | +1.2% |
| 30D | -9.7% | -1.5% | -8.2% | -9.2% |
| 3M | +29.2% | -0.2% | +29.4% | +29.2% |
| 6M | +13.9% | -5.4% | +19.3% | +15.8% |
| YTD | -8.1% | +5.6% | -13.8% | -11.0% |
| 1Y | -21.4% | +10.5% | -31.8% | -25.5% |
| 3Y | -11.8% | +49.2% | -61.0% | -27.7% |
| 5Y | -81.1% | +30.1% | -111.3% | -83.7% |
| 10Y | +36.9% | +146.7% | -109.8% | -4.6% |
| All | +46.5% | +230.2% | -183.7% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling