-24.0%
NKE vs PYPL
+44.3%
-68.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -4.2% | -2.3% | -1.9% | -3.5% |
| 30D | -8.2% | -9.0% | +0.8% | -6.0% |
| 3M | -19.1% | +30.6% | -49.7% | -26.9% |
| 6M | -32.6% | +18.6% | -51.2% | -37.3% |
| YTD | -40.7% | -7.2% | -33.5% | -40.8% |
| 1Y | -48.9% | -19.3% | -29.6% | -46.8% |
| 3Y | -59.2% | -12.3% | -46.9% | -59.8% |
| 5Y | -75.3% | -80.9% | +5.5% | -63.2% |
| All | -24.0% | +44.3% | -68.3% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling