+39.0%
PYPL vs XYL
+149.5%
-110.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | -5.9% | -1.2% | -4.7% | -5.4% |
| 30D | -9.4% | -13.2% | +3.8% | -2.3% |
| 3M | +31.3% | -0.2% | +31.5% | +30.8% |
| 6M | +19.1% | -12.5% | +31.6% | +26.7% |
| YTD | -7.9% | -20.9% | +13.0% | +3.2% |
| 1Y | -17.9% | -21.6% | +3.7% | -7.6% |
| 3Y | -11.6% | +16.1% | -27.7% | -22.9% |
| 5Y | -81.0% | -15.6% | -65.4% | -80.7% |
| All | +39.0% | +149.5% | -110.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XYL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling