+167.3%
XLV vs PYPL
+38.8%
+128.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -3.7% | -4.3% | +0.7% | -2.9% |
| 30D | -1.1% | -11.5% | +10.4% | +1.0% |
| 3M | +8.2% | +26.1% | -17.9% | +2.7% |
| 6M | +8.9% | +13.7% | -4.8% | +5.2% |
| YTD | +8.5% | -9.8% | +18.4% | +9.1% |
| 1Y | +22.3% | -22.1% | +44.4% | +26.1% |
| 3Y | +32.6% | -13.5% | +46.1% | +30.2% |
| 5Y | +34.4% | -81.6% | +116.0% | +83.4% |
| 10Y | +175.4% | +38.8% | +136.6% | +99.3% |
| All | +167.3% | +38.8% | +128.5% | +89.6% |
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 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