+99.0%
NOK vs PYPL
+46.2%
+52.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +3.3% |
| 7D | -1.8% | +2.7% | -4.4% | -2.4% |
| 30D | +4.7% | -4.9% | +9.6% | +5.6% |
| 3M | -39.7% | +28.9% | -68.5% | -43.8% |
| 6M | +23.1% | +18.2% | +4.8% | +16.6% |
| YTD | +55.0% | -5.0% | +60.1% | +53.6% |
| 1Y | +118.0% | -18.8% | +136.9% | +124.4% |
| 3Y | +170.5% | -12.6% | +183.1% | +165.7% |
| 5Y | +84.9% | -80.8% | +165.6% | +149.5% |
| 10Y | +112.0% | +49.9% | +62.1% | +46.2% |
| All | +99.0% | +46.2% | +52.8% | +36.2% |
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 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