+10.1%
NEE vs PYPL
-81.6%
+91.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | -0.5% | -4.3% | +3.8% | 0.0% |
| 30D | -1.7% | -11.5% | +9.8% | -0.3% |
| 3M | -1.8% | +26.1% | -28.0% | -5.3% |
| 6M | -8.8% | +13.7% | -22.5% | -11.1% |
| YTD | +5.2% | -9.8% | +15.0% | +5.7% |
| 1Y | +21.3% | -22.1% | +43.4% | +24.4% |
| 3Y | +35.2% | -13.5% | +48.7% | +33.1% |
| 5Y | +10.1% | -81.6% | +91.7% | +24.9% |
| All | +10.1% | -81.6% | +91.8% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling