+354.3%
NEE vs PYPL
+57.7%
+296.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +8.6% | +5.7% | +2.9% | +7.6% |
| 3M | -0.3% | -1.9% | +1.6% | -0.2% |
| 6M | -8.9% | +31.8% | -40.7% | -13.8% |
| YTD | +8.3% | +2.4% | +5.9% | +6.3% |
| 1Y | +4.3% | -8.2% | +12.5% | +4.4% |
| 3Y | +70.7% | +10.2% | +60.5% | +60.3% |
| 5Y | +12.8% | -71.2% | +84.0% | +33.7% |
| 10Y | +287.2% | +49.6% | +237.7% | +237.9% |
| All | +354.3% | +57.7% | +296.5% | +286.2% |
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