-22.1%
PYPL vs XLB
+14.3%
-36.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -4.3% | -2.9% | -1.4% | -3.2% |
| 30D | -11.5% | -3.4% | -8.1% | -10.3% |
| 3M | +26.1% | +1.6% | +24.5% | +25.3% |
| 6M | +13.7% | +3.6% | +10.0% | +11.4% |
| YTD | -9.8% | +14.2% | -24.1% | -20.9% |
| 1Y | -22.1% | +15.6% | -37.6% | -32.6% |
| All | -22.1% | +14.3% | -36.4% | -32.6% |
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