+160.7%
XLE vs PYPL
+57.6%
+103.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -12.0% | +3.9% | -15.9% | -12.7% |
| 30D | -2.7% | +7.8% | -10.6% | -4.3% |
| 3M | +6.6% | -0.7% | +7.2% | +6.2% |
| 6M | +9.5% | +28.8% | -19.2% | +2.7% |
| YTD | +40.6% | +2.4% | +38.2% | +37.0% |
| 1Y | +43.6% | -9.6% | +53.2% | +43.9% |
| 3Y | +58.1% | +9.7% | +48.4% | +46.5% |
| 5Y | +152.2% | -73.5% | +225.7% | +224.7% |
| 10Y | +172.9% | +46.5% | +126.5% | +79.7% |
| All | +160.7% | +57.6% | +103.1% | +58.4% |
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