+263.0%
XLF vs PYPL
+57.7%
+205.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +7.6% | +5.7% | +2.0% | +6.1% |
| 3M | +1.1% | -1.9% | +3.0% | +1.1% |
| 6M | +15.9% | +31.8% | -15.9% | +6.5% |
| YTD | +8.4% | +2.4% | +6.0% | +5.4% |
| 1Y | +12.5% | -8.2% | +20.8% | +12.7% |
| 3Y | +81.6% | +10.2% | +71.3% | +67.7% |
| 5Y | +59.3% | -71.2% | +130.5% | +104.7% |
| 10Y | +225.4% | +49.6% | +175.9% | +124.0% |
| All | +263.0% | +57.7% | +205.2% | +137.8% |
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