+35.5%
XLV vs PYPL
-81.1%
+116.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -3.6% | -2.3% | -1.3% | -3.3% |
| 30D | -1.8% | -9.0% | +7.2% | -0.8% |
| 3M | +7.8% | +30.6% | -22.8% | +3.8% |
| 6M | +9.1% | +18.6% | -9.5% | +6.2% |
| YTD | +7.7% | -7.2% | +14.9% | +7.8% |
| 1Y | +20.4% | -19.3% | +39.7% | +22.4% |
| 3Y | +30.8% | -12.3% | +43.1% | +29.3% |
| All | +35.5% | -81.1% | +116.5% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling