-11.8%
PYPL vs XHB
+26.5%
-38.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.1% |
| 7D | +1.7% | +0.2% | +1.6% | +1.7% |
| 30D | -9.7% | -9.1% | -0.7% | -5.8% |
| 3M | +29.2% | -2.3% | +31.5% | +29.8% |
| 6M | +13.9% | -4.1% | +18.0% | +14.8% |
| YTD | -8.1% | -1.7% | -6.4% | -9.8% |
| 1Y | -21.4% | -15.1% | -6.3% | -16.3% |
| 3Y | -11.8% | +26.8% | -38.6% | -32.5% |
| All | -11.8% | +26.5% | -38.3% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling