+39.0%
PYPL vs XYZ
+609.1%
-570.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -5.9% | -5.2% | -0.8% | -3.8% |
| 30D | -9.4% | 0.0% | -9.4% | -9.5% |
| 3M | +31.3% | +18.7% | +12.6% | +21.5% |
| 6M | +19.1% | +20.5% | -1.4% | +8.8% |
| YTD | -7.9% | +21.5% | -29.4% | -17.0% |
| 1Y | -17.9% | +7.2% | -25.1% | -22.3% |
| 3Y | -11.6% | +49.0% | -60.6% | -33.5% |
| 5Y | -81.0% | -68.1% | -12.9% | -74.9% |
| All | +39.0% | +609.1% | -570.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling