-12.8%
PYPL vs XLP
+27.4%
-40.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.6% |
| 7D | +2.7% | -1.0% | +3.7% | +3.3% |
| 30D | -4.9% | -0.9% | -4.0% | -4.5% |
| 3M | +28.9% | +3.8% | +25.1% | +26.0% |
| 6M | +18.2% | -1.7% | +20.0% | +19.4% |
| YTD | -5.0% | +10.3% | -15.3% | -12.8% |
| 1Y | -18.8% | +7.8% | -26.6% | -24.1% |
| All | -12.8% | +27.4% | -40.2% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling