-81.6%
PYPL vs XYZ
-69.0%
-12.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -4.3% | -3.7% | -0.6% | -2.7% |
| 30D | -11.5% | +0.5% | -12.0% | -11.7% |
| 3M | +26.1% | +16.3% | +9.9% | +17.7% |
| 6M | +13.7% | +21.1% | -7.5% | +3.6% |
| YTD | -9.8% | +22.0% | -31.8% | -19.0% |
| 1Y | -22.1% | +5.2% | -27.2% | -25.5% |
| 3Y | -13.5% | +49.6% | -63.1% | -35.9% |
| 5Y | -81.6% | -68.4% | -13.2% | -74.1% |
| All | -81.6% | -69.0% | -12.6% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling