-21.4%
PYPL vs XRT
-1.4%
-20.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.0% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | -9.7% | -5.6% | -4.1% | -6.7% |
| 3M | +29.2% | +2.5% | +26.7% | +27.3% |
| 6M | +13.9% | +3.7% | +10.2% | +10.9% |
| YTD | -8.1% | +1.0% | -9.1% | -10.1% |
| 1Y | -21.4% | -1.2% | -20.2% | -21.6% |
| All | -21.4% | -1.4% | -20.0% | -21.6% |
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