+46.0%
XOM vs PYPL
-20.5%
+66.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.9% |
| 7D | +1.8% | +2.4% | -0.7% | +2.0% |
| 30D | +5.9% | -5.1% | +11.0% | +5.7% |
| 3M | +5.6% | +28.6% | -23.0% | +8.1% |
| 6M | +7.9% | +17.9% | -10.1% | +9.9% |
| YTD | +35.2% | -5.3% | +40.4% | +36.0% |
| 1Y | +46.0% | -19.0% | +65.0% | +48.5% |
| All | +46.0% | -20.5% | +66.5% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling