+51.4%
PYPL vs XRT
+109.5%
-58.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.7% |
| 7D | +2.7% | +0.8% | +1.9% | +2.1% |
| 30D | -4.9% | -4.2% | -0.7% | -2.3% |
| 3M | +28.9% | +5.1% | +23.8% | +24.5% |
| 6M | +18.2% | +2.4% | +15.8% | +15.8% |
| YTD | -5.0% | +3.2% | -8.2% | -7.7% |
| 1Y | -18.8% | +1.5% | -20.3% | -20.3% |
| 3Y | -12.6% | +40.6% | -53.1% | -31.1% |
| 5Y | -80.8% | -1.0% | -79.8% | -81.4% |
| 10Y | +49.9% | +128.4% | -78.5% | -23.8% |
| All | +51.4% | +109.5% | -58.1% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling