+51.4%
PYPL vs XME
+484.0%
-432.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | -4.9% | +6.0% | -10.9% | -7.0% |
| 3M | +28.9% | -7.7% | +36.6% | +31.8% |
| 6M | +18.2% | +1.0% | +17.3% | +16.0% |
| YTD | -5.0% | +14.6% | -19.7% | -12.4% |
| 1Y | -18.8% | +46.0% | -64.8% | -32.6% |
| 3Y | -12.6% | +127.0% | -139.6% | -39.9% |
| 5Y | -80.8% | +175.8% | -256.6% | -87.8% |
| 10Y | +49.9% | +414.6% | -364.7% | -30.4% |
| All | +51.4% | +484.0% | -432.6% | -33.7% |
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