+10.6%
PYPL vs XYL
+0.5%
+10.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.8% |
| 7D | -1.2% | -5.9% | +4.7% | +0.7% |
| 30D | +6.1% | -7.3% | +13.4% | +7.7% |
| 3M | +1.1% | -22.5% | +23.6% | +9.7% |
| 6M | +32.7% | -14.4% | +47.2% | +38.3% |
| YTD | +2.8% | -29.4% | +32.2% | +15.1% |
| 1Y | -10.8% | -35.6% | +24.8% | +4.5% |
| All | +10.6% | +0.5% | +10.1% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling