+192.9%
XOM vs PYPL
+44.3%
+148.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +4.1% | -2.3% | +6.3% | +4.4% |
| 30D | +4.6% | -9.0% | +13.6% | +5.7% |
| 3M | +14.0% | +30.6% | -16.6% | +9.1% |
| 6M | +11.0% | +18.6% | -7.6% | +7.4% |
| YTD | +40.7% | -7.2% | +47.9% | +40.5% |
| 1Y | +52.3% | -19.3% | +71.6% | +55.0% |
| 3Y | +60.5% | -12.3% | +72.8% | +57.2% |
| 5Y | +266.4% | -80.9% | +347.3% | +371.5% |
| All | +192.9% | +44.3% | +148.6% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling