+63.3%
PYPL vs XLU
+199.1%
-135.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | +0.1% | +2.1% | -2.0% | -1.1% |
| 30D | +5.7% | +5.6% | +0.1% | +2.6% |
| 3M | -1.9% | +0.7% | -2.7% | -2.3% |
| 6M | +31.8% | -0.1% | +31.9% | +31.5% |
| YTD | +2.4% | +5.3% | -2.9% | -1.4% |
| 1Y | -8.2% | +2.2% | -10.4% | -10.2% |
| 3Y | +10.2% | +61.6% | -51.4% | -17.8% |
| 5Y | -71.2% | +53.6% | -124.8% | -78.0% |
| 10Y | +49.6% | +162.3% | -112.7% | -11.7% |
| All | +63.3% | +199.1% | -135.8% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling