+40.1%
PYPL vs XLY
+220.9%
-180.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.2% |
| 7D | -2.3% | -1.7% | -0.6% | -0.4% |
| 30D | -9.0% | -4.2% | -4.9% | -5.0% |
| 3M | +30.6% | -2.7% | +33.3% | +33.4% |
| 6M | +18.6% | -0.6% | +19.2% | +17.9% |
| YTD | -7.2% | -5.0% | -2.1% | -3.0% |
| 1Y | -19.3% | -4.1% | -15.2% | -16.6% |
| 3Y | -12.3% | +33.6% | -45.9% | -38.1% |
| 5Y | -80.9% | +28.7% | -109.6% | -85.8% |
| All | +40.1% | +220.9% | -180.8% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling