-70.6%
PYPL vs XLP
+42.5%
-113.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +1.0% | +2.3% | -1.4% | -0.7% |
| 30D | +5.9% | +9.1% | -3.3% | -1.0% |
| 3M | -0.2% | +7.9% | -8.1% | -6.0% |
| 6M | +30.3% | +9.6% | +20.7% | +21.1% |
| YTD | +1.6% | +19.4% | -17.9% | -13.5% |
| 1Y | -10.3% | +22.4% | -32.7% | -25.3% |
| 3Y | +8.5% | +43.2% | -34.7% | -23.5% |
| All | -70.6% | +42.5% | -113.0% | -78.8% |
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