+38.8%
PYPL vs XLB
+158.8%
-120.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.0% |
| 7D | -4.3% | -2.9% | -1.4% | -1.7% |
| 30D | -11.5% | -3.4% | -8.1% | -8.7% |
| 3M | +26.1% | +1.6% | +24.5% | +23.9% |
| 6M | +13.7% | +3.6% | +10.0% | +9.0% |
| YTD | -9.8% | +14.2% | -24.1% | -21.8% |
| 1Y | -22.1% | +15.6% | -37.6% | -33.1% |
| 3Y | -13.5% | +33.1% | -46.6% | -34.4% |
| 5Y | -81.6% | +35.0% | -116.7% | -86.0% |
| 10Y | +38.8% | +164.5% | -125.8% | -38.1% |
| All | +38.8% | +158.8% | -120.0% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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