-75.5%
NKE vs PYPL
-81.3%
+5.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.6% |
| 7D | -5.5% | -5.9% | +0.4% | -3.8% |
| 30D | -10.4% | -9.4% | -1.0% | -8.2% |
| 3M | -15.8% | +31.3% | -47.1% | -24.0% |
| 6M | -33.4% | +19.1% | -52.5% | -38.1% |
| YTD | -41.0% | -7.9% | -33.1% | -40.9% |
| 1Y | -49.1% | -17.9% | -31.2% | -47.2% |
| 3Y | -59.8% | -11.6% | -48.2% | -60.5% |
| 5Y | -75.5% | -81.0% | +5.6% | -70.2% |
| All | -75.5% | -81.3% | +5.9% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling