-7.9%
PYPL vs XLC
-5.6%
-2.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +0.3% |
| 7D | +6.5% | +1.8% | +4.7% | +4.7% |
| 30D | +10.6% | -6.0% | +16.6% | +17.0% |
| 3M | +3.1% | -6.0% | +9.1% | +8.7% |
| 6M | +20.2% | -9.1% | +29.2% | +33.0% |
| YTD | +4.0% | -10.0% | +14.1% | +20.8% |
| 1Y | -7.9% | -5.8% | -2.1% | -1.7% |
| All | -7.9% | -5.6% | -2.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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