+258.1%
XLF vs PYPL
+46.2%
+211.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | 0.0% |
| 7D | 0.0% | +2.7% | -2.7% | -0.7% |
| 30D | +0.2% | -4.9% | +5.1% | +1.1% |
| 3M | +11.7% | +28.9% | -17.2% | +3.4% |
| 6M | +13.8% | +18.2% | -4.4% | +7.4% |
| YTD | +7.0% | -5.0% | +12.0% | +6.2% |
| 1Y | +9.1% | -18.8% | +28.0% | +12.6% |
| 3Y | +75.6% | -12.6% | +88.2% | +72.7% |
| 5Y | +66.4% | -80.8% | +147.2% | +141.1% |
| 10Y | +250.3% | +49.9% | +200.4% | +138.7% |
| All | +258.1% | +46.2% | +211.9% | +139.5% |
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