+36.1%
PYPL vs XYL
+152.1%
-116.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.3% |
| 7D | -4.3% | +0.8% | -5.2% | -4.8% |
| 30D | -11.5% | -10.8% | -0.6% | -5.9% |
| 3M | +26.1% | -2.5% | +28.7% | +27.4% |
| 6M | +13.7% | -12.2% | +25.9% | +20.7% |
| YTD | -9.8% | -20.1% | +10.2% | +0.4% |
| 1Y | -22.1% | -20.6% | -1.4% | -12.9% |
| 3Y | -13.5% | +17.3% | -30.8% | -24.9% |
| 5Y | -81.6% | -14.5% | -67.1% | -81.5% |
| All | +36.1% | +152.1% | -116.0% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling