-81.0%
PYPL vs XLP
+32.7%
-113.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.4% |
| 7D | +2.7% | -1.0% | +3.7% | +3.5% |
| 30D | -4.9% | -0.9% | -4.0% | -4.4% |
| 3M | +28.9% | +3.8% | +25.1% | +25.0% |
| 6M | +18.2% | -1.7% | +20.0% | +19.4% |
| YTD | -5.0% | +10.3% | -15.3% | -13.9% |
| 1Y | -18.8% | +7.8% | -26.6% | -25.0% |
| 3Y | -12.6% | +27.2% | -39.8% | -31.7% |
| All | -81.0% | +32.7% | -113.8% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling