+246.5%
XLF vs PYPL
+43.2%
+203.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -2.9% | -5.9% | +3.1% | -1.4% |
| 30D | -1.6% | -9.4% | +7.8% | +0.5% |
| 3M | +9.3% | +31.3% | -22.0% | +0.8% |
| 6M | +14.6% | +19.1% | -4.5% | +8.1% |
| YTD | +4.7% | -7.9% | +12.6% | +4.8% |
| 1Y | +8.6% | -17.9% | +26.5% | +11.7% |
| 3Y | +73.9% | -11.6% | +85.5% | +70.5% |
| 5Y | +65.0% | -81.0% | +146.1% | +137.7% |
| All | +246.5% | +43.2% | +203.4% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling