-48.9%
NKE vs PYPL
-17.4%
-31.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -4.2% | -2.3% | -1.9% | -3.8% |
| 30D | -8.2% | -9.0% | +0.8% | -7.3% |
| 3M | -19.1% | +30.6% | -49.7% | -24.0% |
| 6M | -32.6% | +18.6% | -51.2% | -35.6% |
| YTD | -40.7% | -7.2% | -33.5% | -40.7% |
| 1Y | -48.9% | -19.3% | -29.6% | -45.8% |
| All | -48.9% | -17.4% | -31.5% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling