-11.8%
PYPL vs XME
+136.1%
-148.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.6% |
| 7D | +1.7% | +3.6% | -1.9% | +0.6% |
| 30D | -9.7% | +3.6% | -13.4% | -10.7% |
| 3M | +29.2% | +1.2% | +28.0% | +28.6% |
| 6M | +13.9% | +9.0% | +4.8% | +9.3% |
| YTD | -8.1% | +15.9% | -24.0% | -16.2% |
| 1Y | -21.4% | +43.2% | -64.6% | -36.8% |
| 3Y | -11.8% | +137.4% | -149.2% | -51.0% |
| All | -11.8% | +136.1% | -148.0% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling