+18.2%
PYPL vs XRT
+2.0%
+16.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.6% |
| 7D | +2.7% | +0.8% | +1.9% | +2.2% |
| 30D | -4.9% | -4.2% | -0.7% | -2.6% |
| 3M | +28.9% | +5.1% | +23.8% | +25.6% |
| 6M | +18.2% | +2.4% | +15.8% | +17.5% |
| All | +18.2% | +2.0% | +16.3% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling