+40.1%
PYPL vs XME
+421.4%
-381.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -2.3% | -4.2% | +2.0% | -0.7% |
| 30D | -9.0% | -2.7% | -6.3% | -8.1% |
| 3M | +30.6% | -3.9% | +34.5% | +31.6% |
| 6M | +18.6% | -1.0% | +19.5% | +16.9% |
| YTD | -7.2% | +9.8% | -17.0% | -13.7% |
| 1Y | -19.3% | +32.5% | -51.8% | -31.5% |
| 3Y | -12.3% | +124.3% | -136.6% | -41.9% |
| 5Y | -80.9% | +165.8% | -246.7% | -88.4% |
| All | +40.1% | +421.4% | -381.2% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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