+499.2%
NOW vs PYPL
+44.3%
+454.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.0% | +3.9% | -6.9% | -5.1% |
| 30D | -26.0% | +7.8% | -33.8% | -29.2% |
| 3M | -13.1% | -0.7% | -12.4% | -14.1% |
| 6M | +14.5% | +28.8% | -14.3% | -3.3% |
| YTD | -33.4% | +2.4% | -35.8% | -36.8% |
| 1Y | -40.6% | -9.6% | -31.0% | -39.5% |
| 3Y | -16.3% | +9.7% | -26.0% | -29.8% |
| 5Y | -26.3% | -73.5% | +47.1% | +41.5% |
| All | +499.2% | +44.3% | +454.9% | +225.0% |
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