+62.4%
PYPL vs XLP
+157.4%
-95.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.4% |
| 7D | +3.5% | +3.5% | 0.0% | +0.4% |
| 30D | +8.0% | +11.6% | -3.6% | -2.4% |
| 3M | +2.0% | +7.6% | -5.6% | -4.8% |
| 6M | +27.6% | +10.0% | +17.5% | +16.3% |
| YTD | +1.9% | +19.7% | -17.8% | -15.3% |
| 1Y | -12.4% | +23.5% | -35.9% | -29.4% |
| 3Y | +6.3% | +44.0% | -37.7% | -27.0% |
| 5Y | -73.6% | +42.7% | -116.3% | -81.7% |
| 10Y | +45.8% | +131.3% | -85.6% | -37.3% |
| All | +62.4% | +157.4% | -95.0% | -38.6% |
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