-70.4%
PYPL vs XRT
-1.2%
-69.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | -1.7% |
| 7D | +2.2% | +2.5% | -0.3% | -0.1% |
| 30D | +8.1% | +10.3% | -2.2% | -0.9% |
| 3M | +1.9% | +2.4% | -0.5% | -0.6% |
| 6M | +33.1% | +10.0% | +23.1% | +21.6% |
| YTD | +3.8% | +9.5% | -5.8% | -5.5% |
| 1Y | -8.3% | +17.2% | -25.5% | -21.5% |
| 3Y | +11.9% | +62.0% | -50.1% | -30.4% |
| 5Y | -70.4% | -2.1% | -68.3% | -71.1% |
| All | -70.4% | -1.2% | -69.2% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling