-18.8%
PYPL vs XLY
-0.5%
-18.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.1% |
| 7D | +2.7% | -2.0% | +4.6% | +4.2% |
| 30D | -4.9% | -3.1% | -1.7% | -2.8% |
| 3M | +28.9% | -1.8% | +30.7% | +30.3% |
| 6M | +18.2% | -0.9% | +19.1% | +18.5% |
| YTD | -5.0% | -3.4% | -1.6% | -2.3% |
| 1Y | -18.8% | -1.5% | -17.3% | -18.4% |
| All | -18.8% | -0.5% | -18.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling