+65.6%
PYPL vs XYZ
+655.2%
-589.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.5% |
| 7D | +0.1% | -1.1% | +1.1% | +0.5% |
| 30D | +5.7% | +11.5% | -5.8% | +0.6% |
| 3M | -1.9% | +1.8% | -3.7% | -3.2% |
| 6M | +31.8% | +21.2% | +10.6% | +20.6% |
| YTD | +2.4% | +29.9% | -27.5% | -10.1% |
| 1Y | -8.2% | +35.8% | -44.0% | -21.3% |
| 3Y | +10.2% | +62.6% | -52.4% | -18.2% |
| 5Y | -71.2% | -62.8% | -8.4% | -65.2% |
| 10Y | +49.6% | +612.0% | -562.4% | -13.4% |
| All | +65.6% | +655.2% | -589.5% | -2.7% |
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