+225.7%
XLE vs PYPL
-81.9%
+307.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.5% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | +12.6% | -9.7% | +22.4% | +13.7% |
| 3M | +11.8% | +29.2% | -17.4% | +8.0% |
| 6M | +16.1% | +13.9% | +2.2% | +13.6% |
| YTD | +46.9% | -8.1% | +55.0% | +47.2% |
| 1Y | +53.3% | -21.4% | +74.6% | +56.6% |
| 3Y | +54.9% | -11.8% | +66.7% | +53.2% |
| 5Y | +225.7% | -81.1% | +306.8% | +289.0% |
| All | +225.7% | -81.9% | +307.6% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PYPL 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling