+46.8%
PYPL vs XLY
+229.1%
-182.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.7% |
| 7D | -5.9% | -3.9% | -2.1% | -1.8% |
| 30D | -9.4% | -6.1% | -3.3% | -3.3% |
| 3M | +31.3% | -1.2% | +32.5% | +31.9% |
| 6M | +19.1% | -1.8% | +20.9% | +19.9% |
| YTD | -7.9% | -5.9% | -2.0% | -2.8% |
| 1Y | -17.9% | -3.1% | -14.8% | -16.2% |
| 3Y | -11.6% | +36.0% | -47.6% | -39.0% |
| 5Y | -81.0% | +27.6% | -108.6% | -85.8% |
| 10Y | +41.8% | +216.8% | -175.0% | -61.1% |
| All | +46.8% | +229.1% | -182.3% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling