+281.9%
XLI vs PYPL
+55.1%
+226.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | +4.3% | -1.1% | +5.4% | +4.6% |
| 30D | +0.5% | +3.8% | -3.3% | -0.5% |
| 3M | -8.6% | -1.3% | -7.3% | -8.7% |
| 6M | -2.3% | +29.0% | -31.4% | -9.2% |
| YTD | +10.1% | +0.7% | +9.4% | +7.5% |
| 1Y | +11.0% | -12.3% | +23.3% | +12.3% |
| 3Y | +72.3% | +7.6% | +64.7% | +60.7% |
| 5Y | +70.8% | -71.7% | +142.5% | +116.6% |
| 10Y | +228.7% | +47.1% | +181.7% | +130.8% |
| All | +281.9% | +55.1% | +226.7% | +156.9% |
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