+514.0%
NOW vs PYPL
+48.4%
+465.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -27.0% | +5.7% | -32.6% | -29.3% |
| 3M | -19.6% | -1.9% | -17.7% | -20.0% |
| 6M | +17.5% | +31.8% | -14.4% | -2.1% |
| YTD | -33.3% | +2.4% | -35.7% | -36.6% |
| 1Y | -39.8% | -8.2% | -31.6% | -39.2% |
| 3Y | -19.9% | +10.2% | -30.1% | -33.0% |
| 5Y | -26.1% | -71.2% | +45.2% | +35.4% |
| All | +514.0% | +48.4% | +465.6% | +196.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling