+232.7%
XOM vs PYPL
+57.7%
+174.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +2.8% | +0.1% | +2.8% | +2.8% |
| 30D | -3.6% | +5.7% | -9.3% | -4.5% |
| 3M | +8.2% | -1.9% | +10.2% | +8.2% |
| 6M | +14.0% | +31.8% | -17.8% | +8.6% |
| YTD | +44.6% | +2.4% | +42.2% | +42.1% |
| 1Y | +47.8% | -8.2% | +56.0% | +47.8% |
| 3Y | +79.6% | +10.2% | +69.4% | +69.1% |
| 5Y | +214.3% | -71.2% | +285.5% | +273.4% |
| 10Y | +204.0% | +49.6% | +154.5% | +121.7% |
| All | +232.7% | +57.7% | +174.9% | +129.6% |
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