-12.3%
PYPL vs XLB
+21.4%
-33.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +3.8% | +5.3% | -1.5% | +2.3% |
| 3M | -1.3% | 0.0% | -1.3% | -1.4% |
| 6M | +29.0% | +1.2% | +27.8% | +28.2% |
| YTD | +0.7% | +16.9% | -16.2% | -9.3% |
| 1Y | -12.3% | +20.9% | -33.2% | -23.9% |
| All | -12.3% | +21.4% | -33.7% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling