+66.2%
PYPL vs XYZ
+665.4%
-599.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.2% | -2.2% | +1.0% | -0.3% |
| 30D | +6.1% | +11.6% | -5.5% | +1.0% |
| 3M | +1.1% | +8.4% | -7.3% | -2.8% |
| 6M | +32.7% | +17.2% | +15.6% | +23.1% |
| YTD | +2.8% | +31.7% | -28.9% | -10.3% |
| 1Y | -10.8% | +30.1% | -40.8% | -22.1% |
| 3Y | +9.8% | +66.4% | -56.6% | -19.3% |
| 5Y | -70.2% | -62.2% | -8.1% | -64.3% |
| 10Y | +50.1% | +621.5% | -571.5% | -13.5% |
| All | +66.2% | +665.4% | -599.2% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling