-81.1%
PYPL vs XLB
+35.6%
-116.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.3% |
| 7D | +1.7% | -0.2% | +2.0% | +2.0% |
| 30D | -9.7% | -1.7% | -8.0% | -8.2% |
| 3M | +29.2% | +4.4% | +24.9% | +23.1% |
| 6M | +13.9% | +5.0% | +8.8% | +6.9% |
| YTD | -8.1% | +15.5% | -23.6% | -23.4% |
| 1Y | -21.4% | +14.9% | -36.3% | -34.1% |
| 3Y | -11.8% | +34.5% | -46.3% | -38.5% |
| 5Y | -81.1% | +36.5% | -117.7% | -87.2% |
| All | -81.1% | +35.6% | -116.8% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling