+58.8%
XOM vs PYPL
-14.5%
+73.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.3% |
| 7D | 0.0% | -4.3% | +4.4% | +0.2% |
| 30D | +3.4% | -11.5% | +14.9% | +3.8% |
| 3M | +11.0% | +26.1% | -15.1% | +9.9% |
| 6M | +10.6% | +13.7% | -3.1% | +9.9% |
| YTD | +39.2% | -9.8% | +49.1% | +40.2% |
| 1Y | +52.7% | -22.1% | +74.8% | +55.5% |
| All | +58.8% | -14.5% | +73.3% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling