+72.1%
XLI vs PYPL
+8.3%
+63.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | +4.3% | -1.1% | +5.4% | +4.5% |
| 30D | +0.5% | +3.8% | -3.3% | -0.2% |
| 3M | -8.6% | -1.3% | -7.3% | -8.7% |
| 6M | -2.3% | +29.0% | -31.4% | -7.3% |
| YTD | +10.1% | +0.7% | +9.4% | +9.2% |
| 1Y | +11.0% | -12.3% | +23.3% | +13.8% |
| All | +72.1% | +8.3% | +63.8% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling