+51.4%
PYPL vs XYL
+235.3%
-183.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -1.9% |
| 7D | +2.7% | -5.0% | +7.7% | +5.7% |
| 30D | -4.9% | -13.2% | +8.3% | +2.8% |
| 3M | +28.9% | -3.7% | +32.6% | +31.2% |
| 6M | +18.2% | -17.7% | +35.9% | +30.4% |
| YTD | -5.0% | -21.5% | +16.5% | +7.1% |
| 1Y | -18.8% | -24.5% | +5.7% | -6.4% |
| 3Y | -12.6% | +6.9% | -19.5% | -20.0% |
| 5Y | -80.8% | -18.1% | -62.7% | -80.0% |
| 10Y | +49.9% | +134.7% | -84.8% | -16.3% |
| All | +51.4% | +235.3% | -183.9% | -31.1% |
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 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