+253.9%
XLI vs PYPL
+44.3%
+209.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -1.7% | -2.3% | +0.6% | -1.2% |
| 30D | -7.3% | -9.0% | +1.8% | -5.5% |
| 3M | -1.3% | +30.6% | -31.9% | -8.4% |
| 6M | +2.2% | +18.6% | -16.3% | -3.1% |
| YTD | +11.7% | -7.2% | +18.9% | +11.4% |
| 1Y | +14.3% | -19.3% | +33.5% | +17.6% |
| 3Y | +70.3% | -12.3% | +82.6% | +67.3% |
| 5Y | +82.3% | -80.9% | +163.2% | +157.7% |
| All | +253.9% | +44.3% | +209.6% | +176.4% |
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 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