+51.4%
PYPL vs XHB
+210.4%
-159.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.7% |
| 7D | +2.7% | -1.3% | +4.0% | +3.6% |
| 30D | -4.9% | -6.9% | +2.0% | -0.6% |
| 3M | +28.9% | -1.3% | +30.1% | +28.8% |
| 6M | +18.2% | -6.8% | +25.0% | +21.7% |
| YTD | -5.0% | +0.7% | -5.8% | -8.5% |
| 1Y | -18.8% | -11.2% | -7.6% | -14.9% |
| 3Y | -12.6% | +25.3% | -37.9% | -30.8% |
| 5Y | -80.8% | +37.3% | -118.1% | -85.9% |
| 10Y | +49.9% | +211.5% | -161.6% | -40.4% |
| All | +51.4% | +210.4% | -159.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling