+47.2%
PYPL vs XRT
+163.3%
-116.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | -1.1% |
| 7D | +2.2% | +2.5% | -0.3% | +0.4% |
| 30D | +8.1% | +10.3% | -2.2% | +1.1% |
| 3M | +1.9% | +2.4% | -0.5% | 0.0% |
| 6M | +33.1% | +10.0% | +23.1% | +24.3% |
| YTD | +3.8% | +9.5% | -5.8% | -3.3% |
| 1Y | -8.3% | +17.2% | -25.5% | -18.4% |
| 3Y | +11.9% | +62.0% | -50.1% | -19.7% |
| 5Y | -70.4% | -2.1% | -68.3% | -71.7% |
| 10Y | +47.2% | +152.6% | -105.4% | -26.2% |
| All | +47.2% | +163.3% | -116.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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