+51.4%
PYPL vs XLP
+137.0%
-85.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.3% |
| 7D | +2.7% | -1.0% | +3.7% | +3.7% |
| 30D | -4.9% | -0.9% | -4.0% | -4.3% |
| 3M | +28.9% | +3.8% | +25.1% | +24.2% |
| 6M | +18.2% | -1.7% | +20.0% | +19.3% |
| YTD | -5.0% | +10.3% | -15.3% | -14.8% |
| 1Y | -18.8% | +7.8% | -26.6% | -25.7% |
| 3Y | -12.6% | +27.2% | -39.8% | -32.4% |
| 5Y | -80.8% | +32.5% | -113.3% | -85.8% |
| 10Y | +49.9% | +101.8% | -51.9% | -26.5% |
| All | +51.4% | +137.0% | -85.6% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling