+211.0%
XOM vs PYPL
+46.2%
+164.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.2% |
| 7D | +1.8% | +2.7% | -0.9% | +1.3% |
| 30D | +5.9% | -4.9% | +10.7% | +6.4% |
| 3M | +5.6% | +28.9% | -23.3% | +1.0% |
| 6M | +7.9% | +18.2% | -10.4% | +4.3% |
| YTD | +35.2% | -5.0% | +40.2% | +34.5% |
| 1Y | +46.0% | -18.8% | +64.8% | +48.6% |
| 3Y | +55.0% | -12.6% | +67.6% | +52.0% |
| 5Y | +246.3% | -80.8% | +327.1% | +348.9% |
| 10Y | +181.0% | +49.9% | +131.1% | +102.8% |
| All | +211.0% | +46.2% | +164.7% | +117.4% |
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