+170.7%
XLE vs PYPL
+39.1%
+131.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.7% |
| 7D | 0.0% | +1.7% | -1.7% | -0.4% |
| 30D | +12.6% | -9.7% | +22.4% | +14.5% |
| 3M | +11.8% | +29.2% | -17.4% | +5.4% |
| 6M | +16.1% | +13.9% | +2.2% | +11.8% |
| YTD | +46.9% | -8.1% | +55.0% | +46.7% |
| 1Y | +53.3% | -21.4% | +74.6% | +57.7% |
| 3Y | +54.9% | -11.8% | +66.7% | +51.1% |
| 5Y | +225.7% | -81.1% | +306.8% | +355.7% |
| 10Y | +170.7% | +36.9% | +133.7% | +117.5% |
| All | +170.7% | +39.1% | +131.5% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling