+39.0%
PYPL vs XHB
+210.4%
-171.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +3.7% |
| 7D | -5.9% | -5.2% | -0.7% | -2.7% |
| 30D | -9.4% | -12.1% | +2.7% | -1.6% |
| 3M | +31.3% | -6.2% | +37.5% | +35.8% |
| 6M | +19.1% | -6.7% | +25.8% | +22.3% |
| YTD | -7.9% | -5.5% | -2.4% | -7.5% |
| 1Y | -17.9% | -15.6% | -2.2% | -11.0% |
| 3Y | -11.6% | +22.0% | -33.6% | -28.8% |
| 5Y | -81.0% | +31.8% | -112.9% | -85.8% |
| All | +39.0% | +210.4% | -171.4% | -39.8% |
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