-34.2%
PYPL vs XLC
+143.7%
-178.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -1.6% |
| 7D | +2.7% | -0.8% | +3.5% | +3.8% |
| 30D | -4.9% | +1.0% | -5.9% | -6.3% |
| 3M | +28.9% | -0.7% | +29.6% | +29.6% |
| 6M | +18.2% | -5.1% | +23.4% | +25.4% |
| YTD | -5.0% | -4.3% | -0.7% | 0.0% |
| 1Y | -18.8% | -0.6% | -18.3% | -18.2% |
| 3Y | -12.6% | +72.7% | -85.3% | -54.6% |
| 5Y | -80.8% | +38.0% | -118.8% | -86.7% |
| All | -34.2% | +143.7% | -178.0% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling