-81.6%
PYPL vs XHB
+34.8%
-116.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -0.9% |
| 7D | -4.3% | -1.9% | -2.4% | -3.1% |
| 30D | -11.5% | -8.3% | -3.1% | -6.4% |
| 3M | +26.1% | -7.1% | +33.3% | +31.3% |
| 6M | +13.7% | -5.3% | +18.9% | +15.6% |
| YTD | -9.8% | -3.2% | -6.7% | -11.2% |
| 1Y | -22.1% | -13.9% | -8.2% | -16.4% |
| 3Y | -13.5% | +24.9% | -38.4% | -35.5% |
| 5Y | -81.6% | +34.5% | -116.1% | -88.3% |
| All | -81.6% | +34.8% | -116.5% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling