+53.6%
PYPL vs XYZ
+638.9%
-585.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | +2.7% | -1.0% | +3.6% | +3.0% |
| 30D | -4.9% | -1.7% | -3.2% | -4.5% |
| 3M | +28.9% | +16.7% | +12.1% | +20.6% |
| 6M | +18.2% | +26.9% | -8.6% | +6.4% |
| YTD | -5.0% | +27.1% | -32.2% | -15.4% |
| 1Y | -18.8% | +9.3% | -28.1% | -23.5% |
| 3Y | -12.6% | +42.3% | -54.9% | -31.5% |
| 5Y | -80.8% | -69.3% | -11.5% | -74.9% |
| 10Y | +49.9% | +586.8% | -536.9% | -11.8% |
| All | +53.6% | +638.9% | -585.4% | -8.5% |
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 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