+63.8%
PYPL vs XYL
+201.7%
-137.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.1% |
| 7D | -1.2% | -5.9% | +4.7% | +2.0% |
| 30D | +6.1% | -7.3% | +13.4% | +9.0% |
| 3M | +1.1% | -22.5% | +23.6% | +14.3% |
| 6M | +32.7% | -14.4% | +47.2% | +41.6% |
| YTD | +2.8% | -29.4% | +32.2% | +20.7% |
| 1Y | -10.8% | -35.6% | +24.8% | +10.6% |
| 3Y | +9.8% | +0.3% | +9.6% | +2.3% |
| 5Y | -70.2% | -22.3% | -47.9% | -68.6% |
| 10Y | +50.1% | +103.2% | -53.2% | -10.5% |
| All | +63.8% | +201.7% | -137.9% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling