-20.3%
NKE vs PYPL
+38.8%
-59.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.4% |
| 7D | -2.3% | -4.3% | +2.0% | -1.0% |
| 30D | -10.4% | -11.5% | +1.1% | -7.4% |
| 3M | -15.5% | +26.1% | -41.6% | -22.7% |
| 6M | -32.6% | +13.7% | -46.3% | -36.4% |
| YTD | -39.8% | -9.8% | -30.0% | -39.4% |
| 1Y | -47.6% | -22.1% | -25.5% | -44.9% |
| 3Y | -59.0% | -13.5% | -45.5% | -59.4% |
| 5Y | -74.9% | -81.6% | +6.7% | -61.9% |
| 10Y | -21.9% | +38.8% | -60.7% | -43.4% |
| All | -20.3% | +38.8% | -59.1% | -43.9% |
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