-37.6%
PYPL vs XLC
+141.1%
-178.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.2% |
| 7D | -4.3% | -1.4% | -2.9% | -2.6% |
| 30D | -11.5% | -0.9% | -10.6% | -10.7% |
| 3M | +26.1% | -0.3% | +26.5% | +26.2% |
| 6M | +13.7% | -5.2% | +18.9% | +20.6% |
| YTD | -9.8% | -5.3% | -4.5% | -3.9% |
| 1Y | -22.1% | -2.8% | -19.2% | -19.2% |
| 3Y | -13.5% | +71.2% | -84.7% | -54.6% |
| 5Y | -81.6% | +37.6% | -119.2% | -87.3% |
| All | -37.6% | +141.1% | -178.7% | -77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling