+58.1%
XLE vs PYPL
+5.7%
+52.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -12.0% | +3.9% | -15.9% | -12.2% |
| 30D | -2.7% | +7.8% | -10.6% | -3.3% |
| 3M | +6.6% | -0.7% | +7.2% | +6.5% |
| 6M | +9.5% | +28.8% | -19.2% | +6.8% |
| YTD | +40.6% | +2.4% | +38.2% | +40.6% |
| 1Y | +43.6% | -9.6% | +53.2% | +46.4% |
| 3Y | +58.1% | +9.7% | +48.4% | +52.6% |
| All | +58.1% | +5.7% | +52.3% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling