+345.2%
NEE vs PYPL
+46.2%
+299.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.2% |
| 7D | +1.9% | +2.7% | -0.7% | +1.4% |
| 30D | -2.2% | -4.9% | +2.7% | -1.5% |
| 3M | -1.2% | +28.9% | -30.1% | -6.1% |
| 6M | -8.6% | +18.2% | -26.8% | -12.1% |
| YTD | +6.2% | -5.0% | +11.2% | +5.6% |
| 1Y | +21.1% | -18.8% | +39.9% | +23.7% |
| 3Y | +36.4% | -12.6% | +49.0% | +33.9% |
| 5Y | +11.4% | -80.8% | +92.1% | +43.4% |
| 10Y | +250.0% | +49.9% | +200.1% | +207.0% |
| All | +345.2% | +46.2% | +299.0% | +283.8% |
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 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