+54.7%
XLE vs PYPL
-10.4%
+65.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.6% |
| 7D | +2.2% | +2.7% | -0.5% | +2.0% |
| 30D | +11.8% | -4.9% | +16.7% | +12.1% |
| 3M | +9.8% | +28.9% | -19.1% | +6.8% |
| 6M | +15.6% | +18.2% | -2.7% | +13.2% |
| YTD | +45.3% | -5.0% | +50.3% | +46.0% |
| 1Y | +48.3% | -18.8% | +67.1% | +52.5% |
| All | +54.7% | -10.4% | +65.1% | +48.5% |
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 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