-8.3%
PYPL vs XRT
+16.2%
-24.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | -0.5% |
| 7D | +2.2% | +2.5% | -0.3% | +0.8% |
| 30D | +8.1% | +10.3% | -2.2% | +2.6% |
| 3M | +1.9% | +2.4% | -0.5% | +0.5% |
| 6M | +33.1% | +10.0% | +23.1% | +26.4% |
| YTD | +3.8% | +9.5% | -5.8% | -3.6% |
| All | -8.3% | +16.2% | -24.6% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling