+51.9%
PYPL vs XHB
+234.8%
-182.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -0.9% |
| 7D | -1.1% | -2.4% | +1.3% | +0.4% |
| 30D | +3.8% | +7.1% | -3.3% | -1.0% |
| 3M | -1.3% | -6.0% | +4.7% | +2.3% |
| 6M | +29.0% | +2.1% | +27.0% | +25.5% |
| YTD | +0.7% | -0.6% | +1.3% | -2.4% |
| 1Y | -12.3% | -3.3% | -9.0% | -13.6% |
| 3Y | +7.6% | +34.1% | -26.5% | -19.3% |
| 5Y | -71.7% | +28.6% | -100.3% | -78.5% |
| All | +51.9% | +234.8% | -182.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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