-8.9%
PYPL vs XYL
+14.7%
-23.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.2% |
| 7D | +2.7% | -5.0% | +7.7% | +4.9% |
| 30D | -4.9% | -13.2% | +8.3% | +0.7% |
| 3M | +28.9% | -3.7% | +32.6% | +30.6% |
| 6M | +18.2% | -17.7% | +35.9% | +27.4% |
| YTD | -5.0% | -21.5% | +16.5% | +4.3% |
| 1Y | -18.8% | -24.5% | +5.7% | -9.2% |
| All | -8.9% | +14.7% | -23.6% | -27.1% |
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