+60.6%
PYPL vs XME
+369.3%
-308.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.2% |
| 7D | -1.1% | +5.3% | -6.5% | -3.0% |
| 30D | +3.8% | -8.2% | +12.0% | +6.8% |
| 3M | -1.3% | -18.4% | +17.1% | +5.9% |
| 6M | +29.0% | -22.8% | +51.9% | +40.0% |
| YTD | +0.7% | -7.9% | +8.6% | +0.2% |
| 1Y | -12.3% | -0.9% | -11.4% | -15.5% |
| 3Y | +7.6% | +96.0% | -88.3% | -22.3% |
| 5Y | -71.7% | +110.3% | -182.0% | -80.3% |
| 10Y | +47.1% | +272.8% | -225.8% | -24.5% |
| All | +60.6% | +369.3% | -308.7% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling