+169.5%
XLE vs PYPL
+46.2%
+123.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.3% |
| 7D | +2.2% | +2.7% | -0.5% | +1.6% |
| 30D | +11.8% | -4.9% | +16.7% | +12.5% |
| 3M | +9.8% | +28.9% | -19.1% | +3.2% |
| 6M | +15.6% | +18.2% | -2.7% | +10.2% |
| YTD | +45.3% | -5.0% | +50.3% | +44.1% |
| 1Y | +48.3% | -18.8% | +67.1% | +51.8% |
| 3Y | +55.4% | -12.6% | +68.0% | +51.8% |
| 5Y | +216.1% | -80.8% | +296.9% | +347.3% |
| 10Y | +178.4% | +49.9% | +128.5% | +79.2% |
| All | +169.5% | +46.2% | +123.2% | +66.5% |
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 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