+39.0%
PYPL vs XRT
+125.1%
-86.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.7% |
| 7D | -5.9% | -3.6% | -2.4% | -3.7% |
| 30D | -9.4% | -6.7% | -2.7% | -5.3% |
| 3M | +31.3% | -1.4% | +32.7% | +32.3% |
| 6M | +19.1% | +1.7% | +17.4% | +17.3% |
| YTD | -7.9% | -1.5% | -6.4% | -7.6% |
| 1Y | -17.9% | -2.5% | -15.4% | -17.1% |
| 3Y | -11.6% | +39.9% | -51.5% | -29.9% |
| 5Y | -81.0% | -2.6% | -78.4% | -81.5% |
| All | +39.0% | +125.1% | -86.0% | -24.3% |
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