+63.2%
PYPL vs XLB
+170.7%
-107.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.1% |
| 7D | +3.9% | -1.5% | +5.4% | +5.3% |
| 30D | +7.8% | +6.1% | +1.7% | +2.4% |
| 3M | -0.7% | 0.0% | -0.7% | -0.8% |
| 6M | +28.8% | 0.0% | +28.8% | +28.1% |
| YTD | +2.4% | +16.0% | -13.7% | -12.2% |
| 1Y | -9.6% | +24.7% | -34.3% | -27.4% |
| 3Y | +9.7% | +40.4% | -30.7% | -20.3% |
| 5Y | -73.5% | +30.7% | -104.1% | -79.2% |
| 10Y | +46.5% | +173.3% | -126.8% | -39.3% |
| All | +63.2% | +170.7% | -107.5% | -29.4% |
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