-70.2%
PYPL vs XYL
-23.5%
-46.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.2% |
| 7D | -1.2% | -5.9% | +4.7% | +2.1% |
| 30D | +6.1% | -7.3% | +13.4% | +9.0% |
| 3M | +1.1% | -22.5% | +23.6% | +15.3% |
| 6M | +32.7% | -14.4% | +47.2% | +41.8% |
| YTD | +2.8% | -29.4% | +32.2% | +22.3% |
| 1Y | -10.8% | -35.6% | +24.8% | +13.1% |
| 3Y | +9.8% | +0.3% | +9.6% | -4.4% |
| 5Y | -70.2% | -22.3% | -47.9% | -70.3% |
| All | -70.2% | -23.5% | -46.7% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling