+727.4%
NFLX vs PYPL
+46.2%
+681.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -4.0% |
| 7D | -4.2% | +2.7% | -6.9% | -5.4% |
| 30D | +5.5% | -4.9% | +10.4% | +7.1% |
| 3M | -4.1% | +28.9% | -32.9% | -16.3% |
| 6M | -20.7% | +18.2% | -38.9% | -28.4% |
| YTD | -16.5% | -5.0% | -11.5% | -17.8% |
| 1Y | -37.8% | -18.8% | -18.9% | -34.4% |
| 3Y | +77.9% | -12.6% | +90.5% | +67.8% |
| 5Y | +32.5% | -80.8% | +113.3% | +159.7% |
| 10Y | +703.6% | +49.9% | +653.6% | +404.7% |
| All | +727.4% | +46.2% | +681.2% | +417.3% |
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