+582.4%
NFLX vs PYPL
+58.3%
+524.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | -2.8% | -1.2% | -1.6% | -2.3% |
| 30D | -8.6% | +6.1% | -14.7% | -11.0% |
| 3M | -13.7% | +1.1% | -14.8% | -14.8% |
| 6M | -24.5% | +32.7% | -57.2% | -35.0% |
| YTD | -31.2% | +2.8% | -33.9% | -34.7% |
| 1Y | -43.2% | -10.8% | -32.4% | -42.4% |
| 3Y | +44.3% | +9.8% | +34.5% | +21.8% |
| 5Y | -1.9% | -70.2% | +68.4% | +56.8% |
| 10Y | +462.3% | +50.1% | +412.2% | +254.3% |
| All | +582.4% | +58.3% | +524.2% | +311.0% |
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