+64.3%
NOK vs PYPL
+55.1%
+9.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.5% |
| 7D | +11.0% | -1.1% | +12.1% | +11.3% |
| 30D | -16.0% | +3.8% | -19.8% | -16.8% |
| 3M | -19.8% | -1.3% | -18.5% | -19.9% |
| 6M | -37.1% | +29.0% | -66.2% | -41.6% |
| YTD | +28.0% | +0.7% | +27.2% | +24.8% |
| 1Y | +17.9% | -12.3% | +30.2% | +19.1% |
| 3Y | +152.7% | +7.6% | +145.1% | +135.5% |
| 5Y | +62.3% | -71.7% | +134.0% | +99.8% |
| 10Y | +128.1% | +47.1% | +81.0% | +58.3% |
| All | +64.3% | +55.1% | +9.2% | +10.7% |
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