+226.1%
XLI vs PYPL
+48.4%
+177.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +1.0% | +5.7% | -4.6% | -0.3% |
| 3M | -8.9% | -1.9% | -7.0% | -8.9% |
| 6M | -2.3% | +31.8% | -34.1% | -9.6% |
| YTD | +9.7% | +2.4% | +7.2% | +6.7% |
| 1Y | +12.3% | -8.2% | +20.6% | +12.4% |
| 3Y | +71.5% | +10.2% | +61.3% | +59.0% |
| 5Y | +70.2% | -71.2% | +141.4% | +115.7% |
| All | +226.1% | +48.4% | +177.7% | +131.0% |
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