-81.6%
PYPL vs XYL
-15.4%
-66.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.3% |
| 7D | -4.3% | +0.8% | -5.2% | -4.9% |
| 30D | -11.5% | -10.8% | -0.6% | -5.3% |
| 3M | +26.1% | -2.5% | +28.7% | +27.4% |
| 6M | +13.7% | -12.2% | +25.9% | +21.4% |
| YTD | -9.8% | -20.1% | +10.2% | +1.6% |
| 1Y | -22.1% | -20.6% | -1.4% | -11.8% |
| 3Y | -13.5% | +17.3% | -30.8% | -30.0% |
| 5Y | -81.6% | -14.5% | -67.1% | -83.6% |
| All | -81.6% | -15.4% | -66.2% | -83.6% |
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