+63.8%
PYPL vs XME
+379.0%
-315.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -1.2% | +1.5% | -2.7% | -1.8% |
| 30D | +6.1% | -7.3% | +13.4% | +8.8% |
| 3M | +1.1% | -17.4% | +18.5% | +7.9% |
| 6M | +32.7% | -21.8% | +54.6% | +43.3% |
| YTD | +2.8% | -6.0% | +8.8% | +1.4% |
| 1Y | -10.8% | +3.8% | -14.6% | -15.5% |
| 3Y | +9.8% | +100.0% | -90.2% | -21.3% |
| 5Y | -70.2% | +116.1% | -186.3% | -79.5% |
| 10Y | +50.1% | +280.6% | -230.5% | -23.6% |
| All | +63.8% | +379.0% | -315.2% | -23.2% |
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