+60.6%
PYPL vs XYL
+198.3%
-137.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.4% |
| 7D | -1.1% | -6.0% | +4.9% | +2.2% |
| 30D | +3.8% | -8.3% | +12.1% | +7.3% |
| 3M | -1.3% | -22.6% | +21.3% | +11.7% |
| 6M | +29.0% | -15.0% | +44.1% | +38.1% |
| YTD | +0.7% | -30.2% | +30.9% | +19.0% |
| 1Y | -12.3% | -36.4% | +24.1% | +9.4% |
| 3Y | +7.6% | -0.9% | +8.5% | +0.8% |
| 5Y | -71.7% | -23.4% | -48.3% | -70.0% |
| 10Y | +47.1% | +100.9% | -53.8% | -11.7% |
| All | +60.6% | +198.3% | -137.7% | -23.5% |
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 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