+51.4%
PYPL vs XLB
+172.0%
-120.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.7% |
| 7D | +2.7% | -1.4% | +4.1% | +4.0% |
| 30D | -4.9% | -0.4% | -4.5% | -4.7% |
| 3M | +28.9% | +2.0% | +26.9% | +26.2% |
| 6M | +18.2% | +1.8% | +16.4% | +15.2% |
| YTD | -5.0% | +16.6% | -21.6% | -18.8% |
| 1Y | -18.8% | +16.9% | -35.8% | -30.7% |
| 3Y | -12.6% | +32.6% | -45.1% | -33.0% |
| 5Y | -80.8% | +35.6% | -116.4% | -85.4% |
| 10Y | +49.9% | +160.0% | -110.1% | -35.7% |
| All | +51.4% | +172.0% | -120.6% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling