+923.8%
XLK vs PYPL
+41.5%
+882.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +1.5% |
| 7D | +2.3% | +1.7% | +0.6% | +1.5% |
| 30D | -0.1% | -9.7% | +9.7% | +3.3% |
| 3M | +2.1% | +29.2% | -27.1% | -9.4% |
| 6M | +37.2% | +13.9% | +23.3% | +27.3% |
| YTD | +30.8% | -8.1% | +38.9% | +30.4% |
| 1Y | +42.6% | -21.4% | +64.0% | +50.4% |
| 3Y | +121.8% | -11.8% | +133.6% | +112.8% |
| 5Y | +145.7% | -81.1% | +226.8% | +338.8% |
| 10Y | +782.1% | +36.9% | +745.2% | +521.5% |
| All | +923.8% | +41.5% | +882.3% | +590.0% |
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 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