+40.1%
PYPL vs XLRE
+89.0%
-48.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -2.3% | -1.2% | -1.1% | -1.4% |
| 30D | -9.0% | -2.4% | -6.6% | -7.2% |
| 3M | +30.6% | -2.5% | +33.1% | +33.4% |
| 6M | +18.6% | +4.0% | +14.6% | +14.7% |
| YTD | -7.2% | +9.3% | -16.5% | -13.7% |
| 1Y | -19.3% | +5.6% | -24.8% | -23.0% |
| 3Y | -12.3% | +31.3% | -43.6% | -30.3% |
| 5Y | -80.9% | +9.5% | -90.4% | -82.5% |
| All | +40.1% | +89.0% | -48.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling