-17.9%
PYPL vs XHB
-16.2%
-1.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.7% |
| 7D | -5.9% | -5.2% | -0.7% | -4.9% |
| 30D | -9.4% | -12.1% | +2.7% | -7.1% |
| 3M | +31.3% | -6.2% | +37.5% | +32.8% |
| 6M | +19.1% | -6.7% | +25.8% | +19.5% |
| YTD | -7.9% | -5.5% | -2.4% | -10.3% |
| 1Y | -17.9% | -15.6% | -2.2% | -18.9% |
| All | -17.9% | -16.2% | -1.7% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling