-81.1%
PYPL vs XLC
+37.3%
-118.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.7% |
| 7D | +1.7% | +0.6% | +1.2% | +1.2% |
| 30D | -9.7% | +0.2% | -10.0% | -10.2% |
| 3M | +29.2% | +0.6% | +28.6% | +27.8% |
| 6M | +13.9% | -4.5% | +18.4% | +19.9% |
| YTD | -8.1% | -4.7% | -3.4% | -2.7% |
| 1Y | -21.4% | -1.7% | -19.7% | -19.7% |
| 3Y | -11.8% | +72.3% | -84.1% | -54.2% |
| 5Y | -81.1% | +37.8% | -118.9% | -87.3% |
| All | -81.1% | +37.3% | -118.4% | -87.3% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling