+46.5%
PYPL vs XLU
+192.9%
-146.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | +1.7% | +2.1% | -0.4% | +0.6% |
| 30D | -9.7% | -0.4% | -9.4% | -9.5% |
| 3M | +29.2% | +0.5% | +28.7% | +28.8% |
| 6M | +13.9% | -5.8% | +19.7% | +17.1% |
| YTD | -8.1% | +3.1% | -11.3% | -10.5% |
| 1Y | -21.4% | +8.1% | -29.5% | -25.6% |
| 3Y | -11.8% | +50.5% | -62.3% | -31.5% |
| 5Y | -81.1% | +44.7% | -125.9% | -85.1% |
| 10Y | +36.9% | +136.8% | -99.9% | -15.5% |
| All | +46.5% | +192.9% | -146.5% | -23.1% |
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