-12.3%
PYPL vs XLY
+35.2%
-47.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | 0.0% |
| 7D | -2.3% | -1.7% | -0.6% | -0.7% |
| 30D | -9.0% | -4.2% | -4.9% | -5.7% |
| 3M | +30.6% | -2.7% | +33.3% | +33.1% |
| 6M | +18.6% | -0.6% | +19.2% | +18.1% |
| YTD | -7.2% | -5.0% | -2.1% | -3.4% |
| 1Y | -19.3% | -4.1% | -15.2% | -16.8% |
| 3Y | -12.3% | +33.6% | -45.9% | -36.0% |
| All | -12.3% | +35.2% | -47.5% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling