+51.9%
PYPL vs XLP
+135.7%
-83.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -1.1% | -0.2% | -0.9% | -0.9% |
| 30D | +3.8% | +8.2% | -4.4% | -3.3% |
| 3M | -1.3% | +7.7% | -9.0% | -7.9% |
| 6M | +29.0% | +9.3% | +19.7% | +18.5% |
| YTD | +0.7% | +19.5% | -18.7% | -15.9% |
| 1Y | -12.3% | +21.0% | -33.3% | -27.7% |
| 3Y | +7.6% | +43.2% | -35.6% | -25.4% |
| 5Y | -71.7% | +42.7% | -114.4% | -80.3% |
| All | +51.9% | +135.7% | -83.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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