+72.5%
NEE vs PYPL
+10.5%
+62.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -2.8% | -1.2% | -1.6% | -2.7% |
| 30D | +9.5% | +6.1% | +3.4% | +9.0% |
| 3M | +1.0% | +1.1% | 0.0% | +0.8% |
| 6M | -8.0% | +32.7% | -40.7% | -10.4% |
| YTD | +9.4% | +2.8% | +6.7% | +9.0% |
| 1Y | +3.1% | -10.8% | +13.9% | +4.7% |
| All | +72.5% | +10.5% | +62.0% | +58.8% |
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