+162.1%
XLE vs PYPL
+59.8%
+102.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.2% |
| 7D | -7.9% | +2.2% | -10.1% | -8.3% |
| 30D | -4.8% | +8.1% | -13.0% | -6.4% |
| 3M | +8.4% | +1.9% | +6.5% | +7.4% |
| 6M | +12.7% | +33.1% | -20.4% | +5.0% |
| YTD | +41.3% | +3.8% | +37.5% | +37.4% |
| 1Y | +42.3% | -8.3% | +50.6% | +42.2% |
| 3Y | +65.1% | +11.9% | +53.2% | +52.3% |
| 5Y | +150.2% | -70.4% | +220.6% | +212.5% |
| 10Y | +163.9% | +47.2% | +116.8% | +73.9% |
| All | +162.1% | +59.8% | +102.3% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling