+120.4%
XLK vs PYPL
-12.0%
+132.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.2% |
| 7D | +0.2% | -2.3% | +2.5% | +0.7% |
| 30D | -0.6% | -9.0% | +8.4% | +1.1% |
| 3M | +2.6% | +30.6% | -28.0% | -5.1% |
| 6M | +34.0% | +18.6% | +15.4% | +26.8% |
| YTD | +30.7% | -7.2% | +37.8% | +31.2% |
| 1Y | +39.2% | -19.3% | +58.5% | +45.0% |
| 3Y | +120.4% | -12.3% | +132.7% | +120.2% |
| All | +120.4% | -12.0% | +132.4% | +120.2% |
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