+245.4%
NEE vs PYPL
+43.2%
+202.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.6% |
| 7D | -1.9% | -5.9% | +4.0% | -0.9% |
| 30D | -3.1% | -9.4% | +6.3% | -1.6% |
| 3M | -2.4% | +31.3% | -33.7% | -7.7% |
| 6M | -8.6% | +19.1% | -27.7% | -12.4% |
| YTD | +4.9% | -7.9% | +12.8% | +4.9% |
| 1Y | +19.4% | -17.9% | +37.3% | +21.6% |
| 3Y | +34.9% | -11.6% | +46.5% | +31.7% |
| 5Y | +11.0% | -81.0% | +92.1% | +46.0% |
| All | +245.4% | +43.2% | +202.2% | +210.5% |
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