-14.8%
PYPL vs XLU
+48.9%
-63.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -4.3% | +0.6% | -5.0% | -4.6% |
| 30D | -11.5% | -0.4% | -11.0% | -11.2% |
| 3M | +26.1% | -1.7% | +27.9% | +27.0% |
| 6M | +13.7% | -7.1% | +20.8% | +17.1% |
| YTD | -9.8% | +1.9% | -11.8% | -11.6% |
| 1Y | -22.1% | +6.1% | -28.2% | -25.5% |
| All | -14.8% | +48.9% | -63.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 3y: compounded portfolio wealth divided by compounded XLU 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…
3y analysis · Full analysis span regression · 6 months rolling